+757.4%
UMAC vs USFR
+12.0%
+745.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.3% | +8.4% |
| 7D | +14.7% | +0.1% | +14.6% | +13.1% |
| 30D | -0.5% | +0.3% | -0.8% | -8.1% |
| 3M | +0.5% | +1.0% | -0.5% | -24.4% |
| 6M | +57.9% | +1.9% | +56.0% | -23.3% |
| YTD | +103.9% | +2.7% | +101.3% | -32.4% |
| 1Y | +159.3% | +4.0% | +155.3% | -60.4% |
| All | +757.4% | +12.0% | +745.5% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling