+106.1%
FN vs UMAC
+549.5%
-443.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.3% | -7.2% | +1.5% |
| 7D | +3.5% | +14.7% | -11.2% | +2.5% |
| 30D | -26.0% | -0.5% | -25.5% | -26.3% |
| 3M | -33.3% | +0.5% | -33.8% | -33.9% |
| 6M | -14.9% | +57.9% | -72.9% | -19.0% |
| YTD | -8.6% | +103.9% | -112.5% | -14.6% |
| 1Y | +12.3% | +159.3% | -147.0% | +3.1% |
| All | +106.1% | +549.5% | -443.4% | +80.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling