+240.3%
UMC vs FCUV
-94.5%
+334.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +2.4% |
| 7D | +9.0% | -66.5% | +75.5% | +8.6% |
| 30D | +17.2% | +5.0% | +12.3% | +17.4% |
| 3M | +11.4% | +63.8% | -52.4% | +13.3% |
| 6M | +137.5% | -67.8% | +205.3% | +136.2% |
| YTD | +193.1% | -82.4% | +275.5% | +193.1% |
| 1Y | +240.3% | -94.7% | +335.0% | +249.5% |
| All | +240.3% | -94.5% | +334.8% | +249.5% |
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