+292.7%
UMAC vs RACE
+12.4%
+280.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +11.4% |
| 7D | -23.4% | +5.1% | -28.5% | -25.1% |
| 30D | -45.6% | +7.7% | -53.3% | -47.5% |
| 3M | -50.9% | +2.2% | -53.1% | -51.4% |
| 6M | -16.5% | +23.8% | -40.3% | -23.4% |
| YTD | -6.6% | +13.9% | -20.5% | -13.0% |
| 1Y | +10.7% | +3.8% | +6.9% | +7.7% |
| All | +292.7% | +12.4% | +280.4% | +230.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling