+166.0%
UMC vs FE
+442.2%
-276.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.8% | +6.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -28.7% | +3.6% | -32.3% | -29.7% |
| 3M | -15.1% | +0.3% | -15.4% | -15.4% |
| 6M | +5.0% | +6.4% | -1.5% | +1.8% |
| YTD | +108.2% | +8.1% | +100.1% | +99.8% |
| 1Y | +121.7% | +4.6% | +117.1% | +115.4% |
| 3Y | +139.8% | +49.1% | +90.7% | +99.5% |
| 5Y | +85.1% | +46.1% | +39.0% | +52.8% |
| 10Y | +1,341.4% | +122.7% | +1,218.6% | +779.9% |
| All | +166.0% | +442.2% | -276.3% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling