+243.6%
UMC vs FDS
+1,478.8%
-1,235.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.1% | +6.1% |
| 7D | +5.0% | -1.9% | +6.9% | +5.6% |
| 30D | +7.7% | +9.0% | -1.3% | +3.2% |
| 3M | +1.7% | +18.9% | -17.2% | -9.7% |
| 6M | +113.9% | +35.1% | +78.8% | +76.2% |
| YTD | +168.9% | +5.5% | +163.4% | +143.9% |
| 1Y | +207.2% | -16.8% | +224.0% | +207.1% |
| 3Y | +227.7% | -28.1% | +255.7% | +244.8% |
| 5Y | +118.0% | -17.4% | +135.5% | +111.6% |
| 10Y | +1,682.1% | +85.4% | +1,596.7% | +967.4% |
| All | +243.6% | +1,478.8% | -1,235.3% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling