+120.4%
UMC vs FFIV
+28.7%
+91.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.3% |
| 7D | +11.2% | -0.5% | +11.7% | +11.5% |
| 30D | -28.0% | -32.4% | +4.4% | -19.0% |
| 3M | -20.5% | -25.7% | +5.2% | -13.0% |
| 6M | -1.6% | -13.5% | +11.9% | +5.3% |
| YTD | +99.4% | +21.1% | +78.3% | +117.7% |
| 1Y | +120.4% | +29.4% | +91.0% | +140.6% |
| All | +120.4% | +28.7% | +91.7% | +140.6% |
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