-80.5%
FCUV vs UMAC
+164.0%
-244.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.1% | -10.6% | -13.3% |
| 7D | +62.8% | -0.9% | +63.8% | +63.3% |
| 30D | +66.5% | -7.7% | +74.2% | +65.5% |
| 3M | +459.9% | -26.4% | +486.4% | +456.9% |
| 6M | -12.4% | +61.9% | -74.2% | -23.9% |
| YTD | -47.5% | +86.5% | -134.0% | -55.5% |
| 1Y | -80.5% | +156.3% | -236.8% | -78.6% |
| All | -80.5% | +164.0% | -244.5% | -78.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling