+134.2%
UMC vs FN
+96.4%
+37.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -0.4% |
| 7D | +11.2% | +0.3% | +10.9% | +11.1% |
| 30D | -28.0% | -16.5% | -11.5% | -24.9% |
| 3M | -20.5% | -42.1% | +21.6% | -10.4% |
| 6M | -1.6% | -52.9% | +51.3% | +14.2% |
| YTD | +99.4% | -28.0% | +127.3% | +109.4% |
| 1Y | +120.4% | -18.5% | +138.9% | +124.4% |
| 3Y | +134.2% | +93.9% | +40.4% | +74.0% |
| All | +134.2% | +96.4% | +37.8% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling