-10.3%
FTV vs UMAC
+508.0%
-518.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -1.1% |
| 7D | -1.3% | +3.3% | -4.5% | -1.3% |
| 30D | -9.5% | -10.4% | +0.9% | -9.4% |
| 3M | -10.9% | +1.8% | -12.7% | -11.2% |
| 6M | -0.6% | +40.7% | -41.4% | -2.3% |
| YTD | +1.4% | +90.9% | -89.5% | -1.4% |
| 1Y | +17.6% | +151.8% | -134.1% | +12.9% |
| All | -10.3% | +508.0% | -518.3% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling