+154.7%
UMC vs FFIV
+1,426.6%
-1,271.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.5% |
| 7D | +11.2% | -0.5% | +11.7% | +11.4% |
| 30D | -28.0% | -32.4% | +4.4% | -20.1% |
| 3M | -20.5% | -25.7% | +5.2% | -14.2% |
| 6M | -1.6% | -13.5% | +11.9% | +2.0% |
| YTD | +99.4% | +21.1% | +78.3% | +87.3% |
| 1Y | +120.4% | +29.4% | +91.0% | +103.1% |
| 3Y | +134.2% | +94.9% | +39.3% | +90.0% |
| 5Y | +78.8% | +34.7% | +44.1% | +60.4% |
| 10Y | +1,280.4% | +119.0% | +1,161.4% | +957.6% |
| All | +154.7% | +1,426.6% | -1,271.9% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling