+39.3%
FE vs UMAC
+549.5%
-510.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.0% | -0.7% |
| 7D | +0.6% | +14.7% | -14.1% | +0.6% |
| 30D | -2.1% | -0.5% | -1.7% | -2.2% |
| 3M | +2.6% | +0.5% | +2.1% | +2.6% |
| 6M | -6.8% | +57.9% | -64.7% | -7.0% |
| YTD | +6.9% | +103.9% | -97.1% | +6.5% |
| 1Y | +11.6% | +159.3% | -147.7% | +10.9% |
| All | +39.3% | +549.5% | -510.2% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling