+13.0%
EWZ vs UMAC
+197.5%
-184.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | +0.5% |
| 7D | -1.5% | -23.4% | +21.9% | -1.2% |
| 30D | -24.5% | -45.6% | +21.1% | -24.0% |
| 3M | -10.7% | -50.9% | +40.2% | -10.0% |
| 6M | -19.1% | -16.5% | -2.5% | -19.1% |
| YTD | +1.6% | -6.6% | +8.2% | +1.3% |
| 1Y | +4.3% | +10.7% | -6.4% | +3.9% |
| All | +13.0% | +197.5% | -184.5% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling