+317.5%
UMAC vs ESTC
-29.9%
+347.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -2.9% | -2.6% | -0.3% | -1.0% |
| 30D | -35.6% | -8.6% | -27.0% | -32.3% |
| 3M | -51.3% | +14.4% | -65.6% | -54.4% |
| 6M | -17.5% | +73.3% | -90.8% | -35.3% |
| YTD | -0.7% | +15.7% | -16.4% | -10.1% |
| 1Y | +16.5% | -7.6% | +24.1% | +16.1% |
| All | +317.5% | -29.9% | +347.4% | +365.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling