+79.4%
UMC vs FGI
-70.6%
+150.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.5% |
| 7D | -17.0% | -7.0% | -10.0% | -16.8% |
| 30D | -40.6% | -4.2% | -36.4% | -40.6% |
| 3M | -27.9% | +55.6% | -83.5% | -29.6% |
| 6M | -7.5% | -3.2% | -4.3% | -8.9% |
| YTD | +79.3% | +29.1% | +50.2% | +73.3% |
| 1Y | +92.8% | +51.0% | +41.8% | +85.1% |
| 3Y | +108.2% | +1.5% | +106.6% | +97.3% |
| All | +79.4% | -70.6% | +150.0% | +78.9% |
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 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