-13.4%
FND vs UMAC
+2.9%
-16.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -10.9% | +21.8% | +11.3% |
| 7D | +12.3% | -26.0% | +38.4% | +13.6% |
| 30D | +14.7% | -40.3% | +55.0% | +17.1% |
| 3M | -12.0% | -51.1% | +39.1% | -9.7% |
| 6M | +10.8% | -5.6% | +16.4% | +9.5% |
| YTD | -12.3% | +2.3% | -14.6% | -16.5% |
| 1Y | -13.4% | +7.9% | -21.3% | -18.3% |
| All | -13.4% | +2.9% | -16.3% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling