+99.5%
UMC vs FGI
-74.8%
+174.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -25.2% | +22.9% | -1.7% |
| 7D | +11.2% | -14.4% | +25.6% | +11.5% |
| 30D | -28.0% | -11.8% | -16.3% | -27.9% |
| 3M | -20.5% | -46.2% | +25.7% | -19.7% |
| 6M | -1.6% | +5.2% | -6.7% | -3.4% |
| YTD | +99.4% | +10.5% | +88.8% | +93.2% |
| 1Y | +120.4% | +25.5% | +94.9% | +112.3% |
| 3Y | +134.2% | -16.0% | +150.2% | +123.5% |
| All | +99.5% | -74.8% | +174.3% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling