+684.2%
UMAC vs EXR
+11.5%
+672.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.8% | -2.3% |
| 7D | -0.9% | -2.6% | +1.6% | +0.7% |
| 30D | -7.7% | -7.2% | -0.5% | -3.5% |
| 3M | -26.4% | -3.5% | -22.9% | -26.6% |
| 6M | +61.9% | -5.3% | +67.1% | +63.6% |
| YTD | +86.5% | +9.4% | +77.1% | +68.5% |
| 1Y | +156.3% | +1.3% | +155.0% | +142.4% |
| All | +684.2% | +11.5% | +672.6% | +663.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 all: compounded portfolio wealth divided by compounded EXR 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…
all analysis · Full analysis span regression · 6 months rolling