+115.0%
UMC vs FDS
+31.1%
+83.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -1.0% |
| 7D | -14.7% | +9.4% | -24.1% | -11.6% |
| 30D | -32.9% | +23.8% | -56.6% | -27.2% |
| 3M | -22.2% | +25.1% | -47.3% | -14.6% |
| 6M | +25.9% | +53.8% | -27.9% | +47.1% |
| YTD | +107.9% | +19.6% | +88.4% | +131.5% |
| 1Y | +115.0% | +31.6% | +83.4% | +139.6% |
| All | +115.0% | +31.1% | +83.9% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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