+207.2%
UMC vs FFIV
+25.9%
+181.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +5.0% | -1.0% | +5.9% | +5.1% |
| 30D | +7.7% | -5.1% | +12.7% | +9.0% |
| 3M | +1.7% | -4.5% | +6.1% | +2.9% |
| 6M | +113.9% | +36.5% | +77.5% | +106.5% |
| YTD | +168.9% | +53.0% | +115.9% | +159.5% |
| 1Y | +207.2% | +24.2% | +183.0% | +211.3% |
| All | +207.2% | +25.9% | +181.3% | +211.3% |
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