+115.0%
UMC vs FFIV
+33.5%
+81.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -14.7% | -9.8% | -4.9% | -11.8% |
| 30D | -32.9% | -28.1% | -4.8% | -26.5% |
| 3M | -22.2% | -20.0% | -2.1% | -17.4% |
| 6M | +25.9% | -0.1% | +26.0% | +29.3% |
| YTD | +107.9% | +29.2% | +78.8% | +119.3% |
| 1Y | +115.0% | +36.6% | +78.4% | +125.4% |
| All | +115.0% | +33.5% | +81.5% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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