+243.6%
UMC vs FE
+439.7%
-196.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | +5.0% | +1.9% | +3.0% | +4.2% |
| 30D | +7.7% | -1.2% | +8.8% | +8.1% |
| 3M | +1.7% | +3.5% | -1.8% | -0.2% |
| 6M | +113.9% | -6.1% | +120.0% | +117.0% |
| YTD | +168.9% | +7.6% | +161.3% | +159.1% |
| 1Y | +207.2% | +11.9% | +195.3% | +191.0% |
| 3Y | +227.7% | +48.4% | +179.3% | +173.2% |
| 5Y | +118.0% | +44.8% | +73.3% | +80.6% |
| 10Y | +1,682.1% | +115.9% | +1,566.2% | +1,003.1% |
| All | +243.6% | +439.7% | -196.1% | +141.0% |
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