+22.5%
F vs UMC
+235.1%
-212.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.0% | -7.9% | -4.2% |
| 7D | -4.9% | +13.6% | -18.5% | -5.8% |
| 30D | -2.9% | +20.8% | -23.6% | -4.4% |
| 3M | -9.1% | +16.1% | -25.2% | -10.9% |
| 6M | +12.9% | +137.3% | -124.4% | +5.0% |
| YTD | +6.1% | +193.8% | -187.7% | +0.7% |
| 1Y | +22.5% | +236.1% | -213.6% | +16.5% |
| All | +22.5% | +235.1% | -212.6% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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