+156.3%
UMAC vs ESTC
+7.3%
+149.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -1.6% |
| 7D | -0.9% | -8.1% | +7.2% | +1.7% |
| 30D | -7.7% | +31.7% | -39.3% | -17.2% |
| 3M | -26.4% | +41.1% | -67.5% | -35.5% |
| 6M | +61.9% | +77.1% | -15.2% | +33.1% |
| YTD | +86.5% | +21.7% | +64.8% | +59.9% |
| 1Y | +156.3% | +8.4% | +147.9% | +136.1% |
| All | +156.3% | +7.3% | +149.0% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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