+702.6%
UMAC vs EFV
+80.8%
+621.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -4.7% |
| 7D | +3.3% | -0.5% | +3.8% | +4.3% |
| 30D | -10.4% | 0.0% | -10.4% | -10.3% |
| 3M | +1.8% | +8.4% | -6.7% | -11.8% |
| 6M | +40.7% | +12.3% | +28.4% | +15.0% |
| YTD | +90.9% | +17.4% | +73.5% | +42.6% |
| 1Y | +151.8% | +27.1% | +124.6% | +63.6% |
| All | +702.6% | +80.8% | +621.8% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling