+115.0%
UMC vs FN
-25.7%
+140.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -0.4% |
| 7D | -14.7% | -7.0% | -7.7% | -13.1% |
| 30D | -32.9% | -24.7% | -8.1% | -27.8% |
| 3M | -22.2% | -35.7% | +13.5% | -13.5% |
| 6M | +25.9% | -52.4% | +78.3% | +45.4% |
| YTD | +107.9% | -25.0% | +132.9% | +122.9% |
| 1Y | +115.0% | -25.7% | +140.7% | +127.7% |
| All | +115.0% | -25.7% | +140.8% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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