+702.6%
UMAC vs ESTC
-30.5%
+733.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.5% |
| 7D | +3.3% | -3.3% | +6.6% | +4.5% |
| 30D | -10.4% | +13.4% | -23.8% | -16.8% |
| 3M | +1.8% | +41.3% | -39.6% | -14.8% |
| 6M | +40.7% | +62.6% | -21.9% | +11.5% |
| YTD | +90.9% | +14.8% | +76.1% | +71.3% |
| 1Y | +151.8% | -5.1% | +156.8% | +143.0% |
| All | +702.6% | -30.5% | +733.1% | +787.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling