+1,857.3%
UMC vs FE
+110.4%
+1,747.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +13.6% | -0.2% | +13.8% | +13.6% |
| 30D | +20.8% | -1.2% | +21.9% | +20.9% |
| 3M | +16.1% | +1.7% | +14.5% | +15.6% |
| 6M | +137.3% | -7.5% | +144.8% | +139.2% |
| YTD | +193.8% | +6.3% | +187.4% | +189.8% |
| 1Y | +236.1% | +10.9% | +225.2% | +229.2% |
| 3Y | +267.1% | +46.9% | +220.2% | +241.7% |
| 5Y | +145.3% | +47.6% | +97.7% | +127.6% |
| 10Y | +1,857.3% | +114.5% | +1,742.9% | +1,763.4% |
| All | +1,857.3% | +110.4% | +1,747.0% | +1,763.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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