+115.0%
UMC vs FCUV
-98.1%
+213.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.5% | +5.4% | -2.1% |
| 7D | -14.7% | -8.6% | -6.1% | -14.7% |
| 30D | -32.9% | -25.9% | -6.9% | -33.0% |
| 3M | -22.2% | -69.8% | +47.7% | -22.4% |
| 6M | +25.9% | -31.6% | +57.5% | +27.1% |
| YTD | +107.9% | -90.1% | +198.0% | +108.4% |
| 1Y | +115.0% | -98.0% | +213.0% | +130.1% |
| All | +115.0% | -98.1% | +213.1% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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