+253.0%
UMC vs FE
+48.5%
+204.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.7% | +5.0% |
| 7D | +6.6% | +0.6% | +6.0% | +6.6% |
| 30D | +16.6% | -2.1% | +18.7% | +16.5% |
| 3M | +11.0% | +2.6% | +8.4% | +10.6% |
| 6M | +131.3% | -6.8% | +138.1% | +132.3% |
| YTD | +182.5% | +6.9% | +175.6% | +179.2% |
| 1Y | +222.3% | +11.6% | +210.7% | +216.5% |
| 3Y | +253.0% | +47.7% | +205.3% | +228.7% |
| All | +253.0% | +48.5% | +204.6% | +228.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling