+42.3%
FE vs UMAC
+182.0%
-139.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.1% |
| 7D | +1.2% | -5.2% | +6.4% | +1.2% |
| 30D | +4.5% | -36.4% | +40.9% | +4.6% |
| 3M | +1.3% | -58.6% | +59.9% | +1.4% |
| 6M | +8.7% | -24.6% | +33.3% | +8.5% |
| YTD | +9.2% | -11.5% | +20.7% | +8.9% |
| 1Y | +7.0% | +16.9% | -9.9% | +6.5% |
| All | +42.3% | +182.0% | -139.7% | +38.6% |
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 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