-79.9%
FIG vs UMAC
+148.1%
-228.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.3% | +4.9% |
| 7D | -3.8% | -3.4% | -0.4% | -3.7% |
| 30D | -2.3% | -15.1% | +12.8% | -1.9% |
| 3M | +20.0% | -10.8% | +30.7% | +20.3% |
| 6M | -16.7% | +15.7% | -32.3% | -20.5% |
| YTD | -37.9% | +80.1% | -118.1% | -42.2% |
| 1Y | -58.5% | +116.7% | -175.3% | -59.1% |
| All | -79.9% | +148.1% | -228.0% | -77.9% |
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