+210.9%
UMC vs FRMI
-78.1%
+289.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +2.2% |
| 7D | +9.0% | +7.4% | +1.6% | +8.5% |
| 30D | +17.2% | -27.6% | +44.9% | +19.4% |
| 3M | +11.4% | -20.9% | +32.3% | +12.2% |
| 6M | +137.5% | -36.6% | +174.1% | +136.9% |
| YTD | +193.1% | -31.3% | +224.4% | +190.8% |
| All | +210.9% | -78.1% | +289.0% | +217.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling