+222.3%
UMC vs FGI
-4.4%
+226.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.5% | -3.0% | +4.5% |
| 7D | +5.0% | +0.5% | +4.4% | +4.9% |
| 30D | +7.7% | +65.4% | -57.7% | +6.3% |
| 3M | +1.7% | +23.5% | -21.8% | +0.6% |
| 6M | +113.9% | +60.5% | +53.4% | +110.6% |
| YTD | +168.9% | +30.0% | +138.9% | +164.6% |
| 1Y | +207.2% | +82.1% | +125.1% | +202.8% |
| All | +222.3% | -4.4% | +226.7% | +221.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling