+1,304.8%
UMC vs FIVE
+505.3%
+799.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | +17.8% | +2.4% | +15.3% | +17.2% |
| 30D | -29.6% | +15.8% | -45.5% | -31.8% |
| 3M | -18.4% | +3.8% | -22.2% | -19.2% |
| 6M | -0.1% | +18.5% | -18.7% | -4.3% |
| YTD | +104.0% | +31.2% | +72.8% | +90.3% |
| 1Y | +121.5% | +61.8% | +59.7% | +97.2% |
| 3Y | +135.0% | +39.9% | +95.1% | +104.9% |
| 5Y | +83.0% | +18.3% | +64.7% | +60.2% |
| All | +1,304.8% | +505.3% | +799.5% | +894.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling