+1,775.4%
UMC vs FCUV
-95.9%
+1,871.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.0% | +11.0% | +4.0% |
| 7D | +13.6% | -63.8% | +77.4% | +13.7% |
| 30D | +20.8% | -14.7% | +35.4% | +20.6% |
| 3M | +16.1% | +65.3% | -49.2% | +15.2% |
| 6M | +137.3% | -68.5% | +205.8% | +135.9% |
| YTD | +193.8% | -83.0% | +276.8% | +192.5% |
| 1Y | +236.1% | -94.4% | +330.5% | +235.6% |
| 3Y | +267.1% | -99.3% | +366.4% | +266.1% |
| 5Y | +145.3% | -99.9% | +245.1% | +145.3% |
| 10Y | +1,857.3% | -98.6% | +1,956.0% | +1,847.3% |
| All | +1,775.4% | -95.9% | +1,871.3% | +1,756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling