+122.5%
UMC vs FN
+289.0%
-166.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.4% | +3.7% |
| 7D | +5.0% | -1.7% | +6.6% | +5.4% |
| 30D | +7.7% | -22.0% | +29.7% | +14.1% |
| 3M | +1.7% | -43.0% | +44.7% | +16.2% |
| 6M | +113.9% | -27.7% | +141.7% | +126.0% |
| YTD | +168.9% | -10.5% | +179.4% | +166.0% |
| 1Y | +207.2% | +12.5% | +194.7% | +182.4% |
| 3Y | +227.7% | +153.8% | +73.9% | +112.8% |
| All | +122.5% | +289.0% | -166.5% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling