+115.0%
UMC vs FIVE
+63.3%
+51.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.7% | -8.8% | -2.9% |
| 7D | -14.7% | +7.5% | -22.1% | -15.4% |
| 30D | -32.9% | +16.7% | -49.6% | -34.2% |
| 3M | -22.2% | +13.4% | -35.5% | -23.5% |
| 6M | +25.9% | +9.0% | +16.9% | +25.0% |
| YTD | +107.9% | +33.8% | +74.1% | +109.2% |
| 1Y | +115.0% | +61.2% | +53.9% | +106.7% |
| All | +115.0% | +63.3% | +51.8% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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