+702.6%
UMAC vs FIVE
+33.6%
+669.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.7% | -3.7% | -5.3% |
| 7D | +3.3% | +1.7% | +1.6% | +2.5% |
| 30D | -10.4% | +5.0% | -15.4% | -12.4% |
| 3M | +1.8% | +29.5% | -27.7% | -8.6% |
| 6M | +40.7% | +12.4% | +28.3% | +32.2% |
| YTD | +90.9% | +31.2% | +59.7% | +68.5% |
| 1Y | +151.8% | +72.9% | +78.9% | +100.7% |
| All | +702.6% | +33.6% | +669.1% | +484.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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