+141.8%
UMC vs FIVE
+38.7%
+103.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.3% | +4.9% |
| 7D | +6.6% | +3.7% | +2.9% | +5.8% |
| 30D | +16.6% | +4.0% | +12.6% | +15.4% |
| 3M | +11.0% | +36.2% | -25.2% | +3.1% |
| 6M | +131.3% | +18.0% | +113.3% | +120.9% |
| YTD | +182.5% | +34.9% | +147.6% | +161.0% |
| 1Y | +222.3% | +67.9% | +154.3% | +181.9% |
| 3Y | +253.0% | +57.3% | +195.7% | +201.6% |
| 5Y | +141.8% | +39.5% | +102.3% | +100.6% |
| All | +141.8% | +38.7% | +103.2% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling