+8.1%
EWZ vs UMAC
+2.9%
+5.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.9% | +12.5% | +2.2% |
| 7D | -4.1% | -26.0% | +22.0% | -2.7% |
| 30D | -25.0% | -40.3% | +15.3% | -23.2% |
| 3M | -10.6% | -51.1% | +40.5% | -8.1% |
| 6M | -16.6% | -5.6% | -11.0% | -18.5% |
| YTD | +2.5% | +2.3% | +0.2% | -2.2% |
| 1Y | +8.1% | +7.9% | +0.2% | +3.1% |
| All | +8.1% | +2.9% | +5.2% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling