+115.0%
UMC vs FRMI
-93.1%
+208.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.6% | +8.5% | -1.2% |
| 7D | -14.7% | -39.7% | +25.1% | -11.0% |
| 30D | -32.9% | -55.2% | +22.3% | -28.5% |
| 3M | -22.2% | -71.2% | +49.0% | -14.6% |
| 6M | +25.9% | -64.1% | +90.0% | +36.6% |
| YTD | +107.9% | -77.2% | +185.2% | +124.2% |
| 1Y | +115.0% | -93.2% | +208.2% | +141.6% |
| All | +115.0% | -93.1% | +208.2% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling