+131.6%
UMC vs FPS
+19.2%
+112.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +5.4% |
| 7D | +13.6% | +5.3% | +8.3% | +11.5% |
| 30D | +20.8% | -17.6% | +38.3% | +28.9% |
| 3M | +16.1% | -45.8% | +61.9% | +38.3% |
| 6M | +137.3% | -10.1% | +147.4% | +154.9% |
| All | +131.6% | +19.2% | +112.4% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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