+62.3%
FN vs UMAC
+182.0%
-119.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.6% | -2.7% | -6.9% |
| 7D | +0.3% | -5.2% | +5.5% | +0.8% |
| 30D | -16.5% | -36.4% | +19.8% | -13.4% |
| 3M | -42.1% | -58.6% | +16.5% | -38.5% |
| 6M | -52.9% | -24.6% | -28.2% | -52.2% |
| YTD | -28.0% | -11.5% | -16.5% | -28.4% |
| 1Y | -18.5% | +16.9% | -35.4% | -20.3% |
| All | +62.3% | +182.0% | -119.7% | +50.8% |
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