+290.4%
UMAC vs FIVE
+33.6%
+256.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -5.9% |
| 7D | +10.1% | +2.4% | +7.7% | +9.3% |
| 30D | -39.1% | +15.8% | -55.0% | -42.5% |
| 3M | -56.2% | +3.8% | -60.0% | -57.1% |
| 6M | -16.2% | +18.5% | -34.8% | -23.0% |
| YTD | -7.1% | +31.2% | -38.4% | -18.3% |
| 1Y | +10.3% | +61.8% | -51.6% | -10.5% |
| All | +290.4% | +33.6% | +256.8% | +183.5% |
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