+137.5%
UMC vs FND
-62.8%
+200.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | +11.4% | -5.1% | +16.5% | +12.8% |
| 30D | +16.8% | -22.5% | +39.3% | +24.7% |
| 3M | +19.1% | -5.0% | +24.1% | +19.0% |
| 6M | +137.4% | -21.5% | +159.0% | +148.6% |
| YTD | +186.4% | -23.0% | +209.4% | +198.3% |
| 1Y | +229.1% | -44.9% | +274.0% | +276.2% |
| 3Y | +257.9% | -50.0% | +307.9% | +295.4% |
| 5Y | +137.5% | -63.3% | +200.9% | +165.4% |
| All | +137.5% | -62.8% | +200.3% | +165.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling