+82.7%
FN vs UMAC
+216.2%
-133.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.4% | +5.8% |
| 7D | +8.0% | -2.9% | +10.9% | +8.4% |
| 30D | -19.1% | -35.6% | +16.4% | -16.3% |
| 3M | -29.8% | -51.3% | +21.5% | -26.4% |
| 6M | -43.2% | -17.5% | -25.7% | -42.9% |
| YTD | -18.9% | -0.7% | -18.2% | -20.3% |
| 1Y | -17.9% | +16.5% | -34.4% | -20.0% |
| All | +82.7% | +216.2% | -133.6% | +68.0% |
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