+75.1%
FN vs UMAC
+195.7%
-120.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -3.6% |
| 7D | +20.8% | +10.1% | +10.6% | +20.0% |
| 30D | -17.3% | -39.1% | +21.9% | -14.0% |
| 3M | -38.1% | -56.2% | +18.1% | -34.6% |
| 6M | -44.2% | -16.2% | -28.0% | -43.9% |
| YTD | -22.3% | -7.1% | -15.1% | -23.1% |
| 1Y | -20.9% | +10.3% | -31.2% | -22.6% |
| All | +75.1% | +195.7% | -120.6% | +62.0% |
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 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