+26.9%
EXE vs UMAC
+182.0%
-155.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +0.9% |
| 7D | +5.3% | -5.2% | +10.5% | +5.4% |
| 30D | -2.2% | -36.4% | +34.2% | -2.0% |
| 3M | -5.9% | -58.6% | +52.7% | -5.5% |
| 6M | -5.7% | -24.6% | +18.9% | -5.7% |
| YTD | -17.8% | -11.5% | -6.4% | -18.1% |
| 1Y | -23.1% | +16.9% | -40.0% | -23.6% |
| All | +26.9% | +182.0% | -155.1% | +27.9% |
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