+8.1%
FPS vs UMAC
+97.7%
-89.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.5% | +3.1% |
| 7D | +3.1% | -0.9% | +4.0% | +3.3% |
| 30D | -18.6% | -7.7% | -10.9% | -18.0% |
| 3M | -51.5% | -26.4% | -25.0% | -50.8% |
| 6M | -8.5% | +61.9% | -70.4% | -27.0% |
| All | +8.1% | +97.7% | -89.6% | -22.9% |
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