+290.4%
UMAC vs RACE
+9.5%
+280.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -5.4% |
| 7D | +10.1% | -4.0% | +14.2% | +12.1% |
| 30D | -39.1% | +3.5% | -42.7% | -40.1% |
| 3M | -56.2% | -0.4% | -55.8% | -56.1% |
| 6M | -16.2% | +23.2% | -39.4% | -22.5% |
| YTD | -7.1% | +11.0% | -18.1% | -12.4% |
| 1Y | +10.3% | -2.2% | +12.5% | +10.4% |
| All | +290.4% | +9.5% | +280.9% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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