+1,130.6%
UMC vs FIVE
+822.5%
+308.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -17.0% | -0.3% | -16.7% | -16.9% |
| 30D | -40.6% | +17.7% | -58.2% | -42.3% |
| 3M | -27.9% | +4.0% | -31.8% | -28.5% |
| 6M | -7.5% | +2.6% | -10.1% | -8.5% |
| YTD | +79.3% | +27.6% | +51.7% | +70.1% |
| 1Y | +92.8% | +59.9% | +32.9% | +75.3% |
| 3Y | +108.2% | +35.8% | +72.4% | +86.0% |
| 5Y | +68.4% | +14.4% | +54.0% | +51.2% |
| 10Y | +1,107.7% | +576.1% | +531.6% | +794.1% |
| All | +1,130.6% | +822.5% | +308.2% | +779.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling