+236.1%
UMC vs FE
+11.4%
+224.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +3.8% |
| 7D | +13.6% | -0.2% | +13.8% | +13.5% |
| 30D | +20.8% | -1.2% | +21.9% | +20.2% |
| 3M | +16.1% | +1.7% | +14.5% | +16.0% |
| 6M | +137.3% | -7.5% | +144.8% | +137.2% |
| YTD | +193.8% | +6.3% | +187.4% | +189.4% |
| 1Y | +236.1% | +10.9% | +225.2% | +221.9% |
| All | +236.1% | +11.4% | +224.6% | +221.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling