+657.4%
UMAC vs USFR
+12.1%
+645.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -4.3% |
| 7D | -3.4% | +0.1% | -3.5% | -6.6% |
| 30D | -15.1% | +0.4% | -15.5% | -22.3% |
| 3M | -10.8% | +1.0% | -11.8% | -33.6% |
| 6M | +15.7% | +2.0% | +13.7% | -44.1% |
| YTD | +80.1% | +2.8% | +77.4% | -41.7% |
| 1Y | +116.7% | +4.1% | +112.6% | -66.9% |
| All | +657.4% | +12.1% | +645.4% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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