+229.1%
UMC vs FIVE
+69.1%
+160.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | +11.4% | +0.6% | +10.8% | +11.2% |
| 30D | +16.8% | +3.0% | +13.8% | +16.0% |
| 3M | +19.1% | +23.2% | -4.1% | +14.3% |
| 6M | +137.4% | +9.2% | +128.3% | +134.0% |
| YTD | +186.4% | +28.1% | +158.3% | +172.3% |
| 1Y | +229.1% | +65.3% | +163.8% | +180.5% |
| All | +229.1% | +69.1% | +160.0% | +180.5% |
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