-23.7%
FPS vs UMAC
-6.2%
-17.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.2% |
| 7D | +13.6% | -5.2% | +18.8% | +15.8% |
| 30D | -32.4% | -36.4% | +4.0% | -23.1% |
| 3M | -41.1% | -58.6% | +17.5% | -27.4% |
| 6M | -51.4% | -24.6% | -26.8% | -47.9% |
| All | -23.7% | -6.2% | -17.6% | -34.3% |
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