+1,272.7%
UMC vs FDS
+127.7%
+1,145.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | +11.2% | +1.5% | +9.7% | +11.0% |
| 30D | -28.0% | +14.8% | -42.9% | -29.9% |
| 3M | -20.5% | +16.3% | -36.8% | -23.1% |
| 6M | -1.6% | +66.2% | -67.8% | -14.8% |
| YTD | +99.4% | +16.2% | +83.1% | +89.6% |
| 1Y | +120.4% | +21.8% | +98.6% | +105.6% |
| 3Y | +134.2% | -23.9% | +158.1% | +153.0% |
| 5Y | +78.8% | -23.1% | +102.0% | +90.2% |
| All | +1,272.7% | +127.7% | +1,145.1% | +980.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling