-57.1%
FND vs UMAC
+488.3%
-545.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.4% |
| 7D | -5.1% | -4.0% | -1.1% | -5.0% |
| 30D | -22.5% | -9.4% | -13.1% | -22.4% |
| 3M | -5.0% | +3.0% | -8.0% | -5.7% |
| 6M | -21.5% | +27.2% | -48.7% | -23.8% |
| YTD | -23.0% | +84.7% | -107.7% | -26.8% |
| 1Y | -44.9% | +136.5% | -181.4% | -48.5% |
| All | -57.1% | +488.3% | -545.3% | -64.3% |
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 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