+7.9%
UMAC vs EFV
+25.8%
-18.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.1% | -14.0% | -16.5% |
| 7D | -26.0% | +2.9% | -28.9% | -30.4% |
| 30D | -40.3% | +3.6% | -43.9% | -44.6% |
| 3M | -51.1% | -0.1% | -51.0% | -50.9% |
| 6M | -5.6% | +9.6% | -15.3% | -19.0% |
| YTD | +2.3% | +17.0% | -14.7% | -28.2% |
| 1Y | +7.9% | +25.7% | -17.8% | -36.0% |
| All | +7.9% | +25.8% | -18.0% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling