+33.8%
EWZ vs UMAC
+494.0%
-460.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.7% |
| 7D | +6.5% | -0.9% | +7.4% | +6.5% |
| 30D | +4.8% | -7.7% | +12.5% | +4.9% |
| 3M | +9.9% | -26.4% | +36.3% | +10.0% |
| 6M | +1.9% | +61.9% | -59.9% | +1.0% |
| YTD | +20.3% | +86.5% | -66.2% | +19.0% |
| 1Y | +35.6% | +156.3% | -120.7% | +34.1% |
| All | +33.8% | +494.0% | -460.2% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling