+67.8%
FFIV vs UMAC
+182.0%
-114.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +2.0% | -2.5% |
| 7D | -0.5% | -5.2% | +4.7% | -0.4% |
| 30D | -32.4% | -36.4% | +4.0% | -31.6% |
| 3M | -25.7% | -58.6% | +32.9% | -24.2% |
| 6M | -13.5% | -24.6% | +11.1% | -13.4% |
| YTD | +21.1% | -11.5% | +32.6% | +20.1% |
| 1Y | +29.4% | +16.9% | +12.5% | +27.4% |
| All | +67.8% | +182.0% | -114.2% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling