+1,772.2%
UMC vs FN
+882.3%
+889.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.5% |
| 7D | +6.6% | +3.5% | +3.1% | +5.7% |
| 30D | +16.6% | -26.0% | +42.5% | +25.3% |
| 3M | +11.0% | -33.3% | +44.3% | +22.5% |
| 6M | +131.3% | -14.9% | +146.2% | +134.7% |
| YTD | +182.5% | -8.6% | +191.1% | +177.8% |
| 1Y | +222.3% | +12.3% | +209.9% | +196.6% |
| 3Y | +253.0% | +174.4% | +78.6% | +132.8% |
| 5Y | +141.8% | +296.4% | -154.6% | +37.5% |
| 10Y | +1,772.2% | +890.0% | +882.2% | +774.8% |
| All | +1,772.2% | +882.3% | +889.9% | +774.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling