+1,236.4%
UMC vs FIVE
+873.2%
+363.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -8.3% | +7.3% | -15.6% | -9.4% |
| 30D | -34.5% | +18.1% | -52.6% | -36.4% |
| 3M | -20.0% | +7.7% | -27.7% | -21.1% |
| 6M | -0.7% | +13.6% | -14.4% | -3.6% |
| YTD | +94.7% | +34.6% | +60.1% | +83.0% |
| 1Y | +106.0% | +66.2% | +39.7% | +86.1% |
| 3Y | +124.3% | +43.5% | +80.8% | +98.5% |
| 5Y | +78.0% | +20.7% | +57.3% | +58.2% |
| 10Y | +1,225.9% | +541.5% | +684.5% | +879.5% |
| All | +1,236.4% | +873.2% | +363.2% | +846.7% |
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