+11.4%
FPS vs UMAC
+116.1%
-104.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.3% | -6.3% | +1.1% |
| 7D | +10.4% | +14.7% | -4.3% | +7.1% |
| 30D | -16.5% | -0.5% | -16.0% | -17.3% |
| 3M | -45.5% | +0.5% | -46.0% | -47.4% |
| 6M | +2.1% | +57.9% | -55.8% | -16.3% |
| All | +11.4% | +116.1% | -104.7% | -22.1% |
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