+115.0%
UMC vs FANG
+32.3%
+82.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -3.2% |
| 7D | -14.7% | -11.3% | -3.3% | -16.9% |
| 30D | -32.9% | -0.7% | -32.2% | -32.6% |
| 3M | -22.2% | -4.2% | -18.0% | -22.7% |
| 6M | +25.9% | -13.5% | +39.4% | +22.7% |
| YTD | +107.9% | +23.7% | +84.2% | +121.7% |
| 1Y | +115.0% | +34.3% | +80.7% | +127.9% |
| All | +115.0% | +32.3% | +82.8% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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