+155.4%
NET vs UMAC
+225.7%
-70.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.9% | +8.3% | -2.1% |
| 7D | -16.4% | -26.0% | +9.7% | -15.2% |
| 30D | -25.8% | -40.3% | +14.5% | -24.1% |
| 3M | -11.5% | -51.1% | +39.6% | -8.9% |
| 6M | +18.9% | -5.6% | +24.6% | +18.8% |
| YTD | +35.2% | +2.3% | +32.9% | +34.2% |
| 1Y | +14.5% | +7.9% | +6.6% | +13.2% |
| All | +155.4% | +225.7% | -70.3% | +152.1% |
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 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