-97.8%
FCUV vs UMAC
+473.8%
-571.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.7% | +3.5% |
| 7D | -66.5% | -3.4% | -63.1% | -66.9% |
| 30D | +5.0% | -15.1% | +20.1% | +4.2% |
| 3M | +63.8% | -10.8% | +74.6% | +59.5% |
| 6M | -67.8% | +15.7% | -83.5% | -70.4% |
| YTD | -82.4% | +80.1% | -162.5% | -84.5% |
| 1Y | -94.7% | +116.7% | -211.5% | -95.5% |
| All | -97.8% | +473.8% | -571.6% | -98.2% |
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