+757.4%
UMAC vs ESTC
-29.0%
+786.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.7% | +13.0% | +10.8% |
| 7D | +14.7% | -4.3% | +19.0% | +16.5% |
| 30D | -0.5% | +17.7% | -18.2% | -9.1% |
| 3M | +0.5% | +42.3% | -41.8% | -16.1% |
| 6M | +57.9% | +64.6% | -6.6% | +24.4% |
| YTD | +103.9% | +17.2% | +86.7% | +81.4% |
| 1Y | +159.3% | -4.2% | +163.5% | +149.5% |
| All | +757.4% | -29.0% | +786.4% | +839.5% |
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