+1,786.3%
UMC vs FND
+57.3%
+1,729.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +13.6% | -0.8% | +14.4% | +13.7% |
| 30D | +20.8% | -19.6% | +40.3% | +26.7% |
| 3M | +16.1% | -4.3% | +20.5% | +16.1% |
| 6M | +137.3% | -20.4% | +157.7% | +146.4% |
| YTD | +193.8% | -21.9% | +215.6% | +204.0% |
| 1Y | +236.1% | -45.2% | +281.3% | +277.0% |
| 3Y | +267.1% | -49.2% | +316.3% | +303.0% |
| 5Y | +145.3% | -61.8% | +207.1% | +175.1% |
| All | +1,786.3% | +57.3% | +1,729.0% | +1,541.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling