+39.5%
EXE vs UMAC
+494.0%
-454.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | -0.3% | -0.9% | +0.7% | -0.3% |
| 30D | +8.5% | -7.7% | +16.1% | +8.5% |
| 3M | +5.5% | -26.4% | +31.9% | +5.5% |
| 6M | -5.9% | +61.9% | -67.8% | -6.2% |
| YTD | -9.7% | +86.5% | -96.2% | -10.3% |
| 1Y | +3.6% | +156.3% | -152.7% | +2.5% |
| All | +39.5% | +494.0% | -454.5% | +40.1% |
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 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