+676.6%
UMAC vs FDS
-41.5%
+718.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.8% | +2.6% | -3.5% |
| 7D | -4.0% | -16.0% | +12.0% | -4.9% |
| 30D | -9.4% | -6.7% | -2.7% | -9.6% |
| 3M | +3.0% | +6.0% | -3.0% | +2.7% |
| 6M | +27.2% | +25.1% | +2.1% | +23.7% |
| YTD | +84.7% | -8.1% | +92.8% | +91.8% |
| 1Y | +136.5% | -26.0% | +162.5% | +170.7% |
| All | +676.6% | -41.5% | +718.1% | +684.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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