+148.8%
UMC vs FE
+441.7%
-292.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.6% |
| 7D | -8.3% | -0.5% | -7.8% | -8.1% |
| 30D | -34.5% | +4.3% | -38.8% | -35.6% |
| 3M | -20.0% | +0.4% | -20.3% | -20.3% |
| 6M | -0.7% | +6.9% | -7.7% | -4.0% |
| YTD | +94.7% | +8.0% | +86.7% | +87.0% |
| 1Y | +106.0% | +4.8% | +101.2% | +99.9% |
| 3Y | +124.3% | +49.0% | +75.3% | +86.7% |
| 5Y | +78.0% | +46.2% | +31.8% | +46.9% |
| 10Y | +1,225.9% | +120.9% | +1,105.1% | +712.7% |
| All | +148.8% | +441.7% | -292.9% | +73.9% |
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