+40.8%
FE vs UMAC
+214.8%
-174.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | -0.3% |
| 7D | -0.5% | -13.9% | +13.4% | -0.5% |
| 30D | +4.3% | -39.6% | +43.9% | +4.4% |
| 3M | +0.4% | -53.6% | +54.0% | +0.5% |
| 6M | +6.9% | -6.2% | +13.1% | +6.7% |
| YTD | +8.0% | -1.2% | +9.2% | +7.7% |
| 1Y | +4.8% | +9.7% | -4.8% | +4.4% |
| All | +40.8% | +214.8% | -174.0% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling