+137.5%
UMC vs FDS
-28.1%
+165.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.8% | +3.3% | -2.1% |
| 7D | +11.4% | -16.0% | +27.4% | +12.7% |
| 30D | +16.8% | -6.7% | +23.5% | +17.1% |
| 3M | +19.1% | +6.0% | +13.1% | +16.9% |
| 6M | +137.4% | +25.1% | +112.3% | +121.5% |
| YTD | +186.4% | -8.1% | +194.5% | +191.8% |
| 1Y | +229.1% | -26.0% | +255.1% | +262.1% |
| 3Y | +257.9% | -36.4% | +294.3% | +310.8% |
| 5Y | +137.5% | -27.7% | +165.3% | +172.4% |
| All | +137.5% | -28.1% | +165.7% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling