+1,335.0%
FERG vs UMC
+1,096.8%
+238.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.5% |
| 7D | +3.4% | +6.6% | -3.2% | +2.6% |
| 30D | -11.5% | +16.6% | -28.1% | -13.1% |
| 3M | +1.3% | +11.0% | -9.7% | -0.8% |
| 6M | -1.0% | +131.3% | -132.3% | -11.4% |
| YTD | +3.2% | +182.5% | -179.3% | -10.4% |
| 1Y | -3.0% | +222.3% | -225.2% | -17.2% |
| 3Y | +55.0% | +253.0% | -198.0% | +30.1% |
| 5Y | +72.6% | +141.8% | -69.2% | +47.2% |
| 10Y | +358.9% | +1,772.2% | -1,413.3% | +247.7% |
| All | +1,335.0% | +1,096.8% | +238.2% | +981.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling