-22.6%
FPS vs UMAC
+8.4%
-31.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -10.9% | -6.4% | -14.6% |
| 7D | -23.3% | -26.0% | +2.7% | -17.1% |
| 30D | -42.4% | -40.3% | -2.1% | -34.6% |
| 3M | -43.0% | -51.1% | +8.1% | -33.5% |
| 6M | -44.5% | -5.6% | -38.8% | -44.2% |
| All | -22.6% | +8.4% | -31.0% | -36.5% |
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