+103.9%
UMC vs FN
-20.4%
+124.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +11.9% | -4.4% | +3.8% |
| 7D | -9.2% | +16.3% | -25.4% | -13.2% |
| 30D | -35.1% | -24.7% | -10.4% | -30.3% |
| 3M | -20.5% | -34.9% | +14.5% | -11.9% |
| 6M | -1.7% | -41.1% | +39.4% | +9.0% |
| YTD | +92.8% | -19.6% | +112.4% | +104.3% |
| All | +103.9% | -20.4% | +124.4% | +114.8% |
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 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