+145.3%
UMC vs FFIV
+100.0%
+45.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | +0.1% | +2.1% |
| 7D | +13.6% | +3.5% | +10.2% | +11.8% |
| 30D | +20.8% | -1.3% | +22.1% | +21.0% |
| 3M | +16.1% | +2.4% | +13.8% | +14.5% |
| 6M | +137.3% | +41.8% | +95.5% | +100.3% |
| YTD | +193.8% | +58.5% | +135.2% | +131.4% |
| 1Y | +236.1% | +24.3% | +211.7% | +197.5% |
| 3Y | +267.1% | +152.0% | +115.1% | +99.5% |
| 5Y | +145.3% | +99.1% | +46.2% | +49.1% |
| All | +145.3% | +100.0% | +45.3% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling