+898.5%
UMC vs FN
+2,887.5%
-1,989.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.7% | -8.1% | +1.1% |
| 7D | -17.0% | 0.0% | -16.9% | -17.0% |
| 30D | -40.6% | -34.3% | -6.3% | -35.4% |
| 3M | -27.9% | -39.9% | +12.0% | -20.7% |
| 6M | -7.5% | -51.8% | +44.4% | +5.6% |
| YTD | +79.3% | -28.1% | +107.5% | +86.3% |
| 1Y | +92.8% | -29.1% | +121.9% | +99.6% |
| 3Y | +108.2% | +102.4% | +5.7% | +67.4% |
| 5Y | +68.4% | +171.7% | -103.2% | +25.4% |
| 10Y | +1,107.7% | +773.5% | +334.2% | +649.6% |
| All | +898.5% | +2,887.5% | -1,989.0% | +472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling