+1,782.2%
UMC vs FND
+56.5%
+1,725.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.1% |
| 7D | +9.0% | -5.8% | +14.8% | +10.4% |
| 30D | +17.2% | -20.2% | +37.5% | +23.3% |
| 3M | +11.4% | -12.0% | +23.4% | +13.5% |
| 6M | +137.5% | -18.5% | +156.0% | +145.3% |
| YTD | +193.1% | -22.3% | +215.4% | +203.7% |
| 1Y | +240.3% | -47.6% | +287.9% | +286.5% |
| 3Y | +262.2% | -49.8% | +311.9% | +298.7% |
| 5Y | +143.1% | -63.0% | +206.1% | +174.5% |
| All | +1,782.2% | +56.5% | +1,725.7% | +1,540.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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