+182.7%
UMC vs FGI
-69.8%
+252.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +5.0% |
| 7D | +6.6% | +5.2% | +1.4% | +6.5% |
| 30D | +16.6% | +65.2% | -48.6% | +13.7% |
| 3M | +11.0% | +30.2% | -19.2% | +8.8% |
| 6M | +131.3% | +87.8% | +43.5% | +122.5% |
| YTD | +182.5% | +32.5% | +150.0% | +173.2% |
| 1Y | +222.3% | +93.6% | +128.7% | +203.8% |
| 3Y | +253.0% | -2.6% | +255.6% | +236.6% |
| All | +182.7% | -69.8% | +252.5% | +182.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling