+206.3%
FROG vs UMAC
+182.0%
+24.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.4% | +3.0% |
| 7D | +12.5% | -5.2% | +17.7% | +12.8% |
| 30D | +23.5% | -36.4% | +59.9% | +26.5% |
| 3M | +19.4% | -58.6% | +78.0% | +24.2% |
| 6M | +77.0% | -24.6% | +101.7% | +78.8% |
| YTD | +81.9% | -11.5% | +93.3% | +81.5% |
| 1Y | +90.7% | +16.9% | +73.8% | +88.2% |
| All | +206.3% | +182.0% | +24.3% | +180.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling