+317.5%
UMAC vs FGI
-3.5%
+321.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +0.2% |
| 7D | -2.9% | +6.9% | -9.8% | -3.2% |
| 30D | -35.6% | +3.9% | -39.5% | -35.7% |
| 3M | -51.3% | +74.3% | -125.6% | -54.0% |
| 6M | -17.5% | +28.9% | -46.5% | -21.1% |
| YTD | -0.7% | +39.1% | -39.8% | -8.6% |
| 1Y | +16.5% | +49.3% | -32.9% | +5.9% |
| All | +317.5% | -3.5% | +321.0% | +397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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