+1,842.6%
UMC vs FANG
+182.5%
+1,660.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +9.0% | +2.9% | +6.1% | +8.5% |
| 30D | +17.2% | +2.6% | +14.6% | +16.7% |
| 3M | +11.4% | +7.6% | +3.8% | +9.8% |
| 6M | +137.5% | +17.3% | +120.2% | +129.4% |
| YTD | +193.1% | +38.7% | +154.4% | +174.5% |
| 1Y | +240.3% | +51.6% | +188.7% | +213.2% |
| 3Y | +262.2% | +50.0% | +212.2% | +229.9% |
| 5Y | +143.1% | +237.6% | -94.4% | +92.9% |
| All | +1,842.6% | +182.5% | +1,660.1% | +1,330.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling