+657.4%
UMAC vs EFV
+82.2%
+575.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -4.5% |
| 7D | -3.4% | -0.8% | -2.6% | -2.0% |
| 30D | -15.1% | +0.6% | -15.7% | -16.1% |
| 3M | -10.8% | +7.5% | -18.3% | -21.8% |
| 6M | +15.7% | +13.0% | +2.6% | -6.7% |
| YTD | +80.1% | +18.3% | +61.8% | +32.5% |
| 1Y | +116.7% | +26.7% | +90.0% | +41.3% |
| All | +657.4% | +82.2% | +575.2% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling