+10.3%
UMAC vs FGI
+51.2%
-40.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.2% | -12.7% | -6.6% |
| 7D | +10.1% | +13.5% | -3.4% | +9.8% |
| 30D | -39.1% | +17.1% | -56.3% | -39.4% |
| 3M | -56.2% | +78.0% | -134.2% | -57.7% |
| 6M | -16.2% | +46.4% | -62.7% | -18.5% |
| YTD | -7.1% | +47.7% | -54.9% | -9.3% |
| 1Y | +10.3% | +56.8% | -46.5% | +12.0% |
| All | +10.3% | +51.2% | -40.9% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling