+236.0%
UMC vs FIVE
+57.9%
+178.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +3.8% |
| 7D | +5.0% | +4.3% | +0.7% | +4.3% |
| 30D | +7.7% | +12.5% | -4.8% | +5.7% |
| 3M | +1.7% | +31.2% | -29.6% | -2.4% |
| 6M | +113.9% | +14.4% | +99.6% | +109.0% |
| YTD | +168.9% | +33.9% | +135.0% | +156.8% |
| 1Y | +207.2% | +65.1% | +142.1% | +183.8% |
| All | +236.0% | +57.9% | +178.2% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling