+303.2%
FTI vs UMAC
+473.8%
-170.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | -4.4% | -3.4% | -1.0% | -4.3% |
| 30D | +1.5% | -15.1% | +16.6% | +1.8% |
| 3M | +8.2% | -10.8% | +19.0% | +8.0% |
| 6M | +18.8% | +15.7% | +3.2% | +16.8% |
| YTD | +71.7% | +80.1% | -8.5% | +65.8% |
| 1Y | +90.0% | +116.7% | -26.7% | +81.5% |
| All | +303.2% | +473.8% | -170.5% | +279.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling