+1,333.4%
UMC vs FFIV
+126.3%
+1,207.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.1% | +6.6% |
| 7D | +0.1% | -2.9% | +3.1% | +1.8% |
| 30D | -28.7% | -32.4% | +3.7% | -17.0% |
| 3M | -15.1% | -22.7% | +7.6% | -6.8% |
| 6M | +5.0% | -10.7% | +15.6% | +8.7% |
| YTD | +108.2% | +25.4% | +82.8% | +86.3% |
| 1Y | +121.7% | +34.2% | +87.5% | +92.5% |
| 3Y | +139.8% | +101.2% | +38.6% | +67.7% |
| 5Y | +85.1% | +42.0% | +43.1% | +46.1% |
| All | +1,333.4% | +126.3% | +1,207.1% | +866.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling