+1,857.3%
UMC vs FIVE
+486.0%
+1,371.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.6% |
| 7D | +13.6% | +1.7% | +12.0% | +13.2% |
| 30D | +20.8% | +5.0% | +15.8% | +19.4% |
| 3M | +16.1% | +29.5% | -13.4% | +9.5% |
| 6M | +137.3% | +12.4% | +124.9% | +129.6% |
| YTD | +193.8% | +31.2% | +162.6% | +174.3% |
| 1Y | +236.1% | +72.9% | +163.2% | +195.1% |
| 3Y | +267.1% | +53.0% | +214.1% | +213.3% |
| 5Y | +145.3% | +34.2% | +111.1% | +109.5% |
| 10Y | +1,857.3% | +497.6% | +1,359.7% | +1,297.8% |
| All | +1,857.3% | +486.0% | +1,371.3% | +1,297.8% |
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