+351.3%
FERG vs UMC
+1,863.6%
-1,512.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.4% |
| 7D | -2.6% | +9.0% | -11.6% | -3.8% |
| 30D | -8.9% | +17.2% | -26.1% | -11.0% |
| 3M | -2.0% | +11.4% | -13.4% | -4.7% |
| 6M | -3.2% | +137.5% | -140.7% | -16.7% |
| YTD | +1.5% | +193.1% | -191.6% | -16.3% |
| 1Y | +0.5% | +240.3% | -239.8% | -19.3% |
| 3Y | +50.4% | +262.2% | -211.8% | +18.7% |
| 5Y | +68.7% | +143.1% | -74.4% | +35.3% |
| All | +351.3% | +1,863.6% | -1,512.3% | +219.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling