+16.9%
UMAC vs ESTC
-3.5%
+20.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.2% |
| 7D | -5.2% | +2.4% | -7.6% | -6.0% |
| 30D | -36.4% | -4.2% | -32.1% | -34.4% |
| 3M | -58.6% | +2.5% | -61.1% | -58.8% |
| 6M | -24.6% | +81.5% | -106.1% | -40.5% |
| YTD | -11.5% | +16.8% | -28.3% | -21.0% |
| 1Y | +16.9% | -3.5% | +20.3% | +12.3% |
| All | +16.9% | -3.5% | +20.4% | +12.3% |
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