+207.2%
UMC vs FANG
+43.7%
+163.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +4.3% |
| 7D | +5.0% | +0.8% | +4.2% | +5.1% |
| 30D | +7.7% | +7.6% | +0.1% | +8.8% |
| 3M | +1.7% | -1.3% | +3.0% | +1.4% |
| 6M | +113.9% | +14.7% | +99.3% | +114.9% |
| YTD | +168.9% | +34.8% | +134.1% | +176.0% |
| 1Y | +207.2% | +42.9% | +164.3% | +214.6% |
| All | +207.2% | +43.7% | +163.5% | +214.6% |
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