+47.6%
F vs UMC
+234.1%
-186.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +0.7% |
| 7D | +5.3% | +5.0% | +0.4% | +4.5% |
| 30D | +4.6% | +7.7% | -3.1% | +3.2% |
| 3M | -3.7% | +1.7% | -5.3% | -5.6% |
| 6M | +16.8% | +113.9% | -97.1% | -2.5% |
| YTD | +15.3% | +168.9% | -153.6% | -10.3% |
| 1Y | +31.0% | +207.2% | -176.2% | -2.6% |
| All | +47.6% | +234.1% | -186.5% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling