+115.0%
UMC vs FGI
+38.7%
+76.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | -2.0% |
| 7D | -14.7% | +3.3% | -18.0% | -14.7% |
| 30D | -32.9% | -2.0% | -30.8% | -32.8% |
| 3M | -22.2% | +60.3% | -82.4% | -24.2% |
| 6M | +25.9% | +0.7% | +25.2% | +24.6% |
| YTD | +107.9% | +30.2% | +77.7% | +97.7% |
| 1Y | +115.0% | +44.4% | +70.7% | +109.6% |
| All | +115.0% | +38.7% | +76.3% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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