+263.0%
UMC vs FDS
-32.7%
+295.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +3.6% |
| 7D | +13.6% | -8.8% | +22.4% | +12.6% |
| 30D | +20.8% | -1.4% | +22.1% | +20.6% |
| 3M | +16.1% | +13.9% | +2.3% | +17.9% |
| 6M | +137.3% | +27.4% | +109.9% | +137.9% |
| YTD | +193.8% | -2.5% | +196.2% | +205.9% |
| 1Y | +236.1% | -23.8% | +259.9% | +272.3% |
| All | +263.0% | -32.7% | +295.7% | +295.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling