+38.5%
ZBRA vs UMAC
+473.8%
-435.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.9% |
| 7D | -3.4% | -3.4% | 0.0% | -3.3% |
| 30D | -7.4% | -15.1% | +7.7% | -7.0% |
| 3M | +57.5% | -10.8% | +68.3% | +57.3% |
| 6M | +64.0% | +15.7% | +48.3% | +60.7% |
| YTD | +44.3% | +80.1% | -35.8% | +38.4% |
| 1Y | +10.9% | +116.7% | -105.8% | +5.1% |
| All | +38.5% | +473.8% | -435.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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