+222.3%
UMC vs FGI
+93.1%
+129.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.8% |
| 3M | +11.0% | +30.2% | -19.2% | +9.6% |
| 6M | +131.3% | +87.8% | +43.5% | +126.8% |
| YTD | +182.5% | +32.5% | +150.0% | +176.8% |
| 1Y | +222.3% | +93.6% | +128.7% | +217.6% |
| All | +222.3% | +93.1% | +129.2% | +217.6% |
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