-80.8%
FIG vs UMAC
+154.4%
-235.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | -12.2% | -4.0% | -8.2% | -12.1% |
| 30D | -11.0% | -9.4% | -1.6% | -10.9% |
| 3M | +11.9% | +3.0% | +8.9% | +11.1% |
| 6M | -21.9% | +27.2% | -49.1% | -25.6% |
| YTD | -40.8% | +84.7% | -125.4% | -44.9% |
| 1Y | -56.6% | +136.5% | -193.1% | -56.2% |
| All | -80.8% | +154.4% | -235.2% | -79.0% |
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 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