+103.9%
UMC vs FGI
+45.3%
+58.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +7.5% |
| 7D | -9.2% | -1.4% | -7.8% | -9.1% |
| 30D | -35.1% | -3.2% | -31.9% | -35.1% |
| 3M | -20.5% | +64.1% | -84.6% | -22.6% |
| 6M | -1.7% | +17.2% | -18.9% | -3.5% |
| YTD | +92.8% | +31.6% | +61.2% | +83.4% |
| All | +103.9% | +45.3% | +58.6% | +95.9% |
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