+153.1%
UMC vs FRSH
-72.5%
+225.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | -6.6% | +15.6% | +10.2% |
| 30D | +17.2% | +2.1% | +15.1% | +16.4% |
| 3M | +11.4% | +29.0% | -17.6% | +5.2% |
| 6M | +137.5% | +48.6% | +88.9% | +117.4% |
| YTD | +193.1% | -2.9% | +196.0% | +189.0% |
| 1Y | +240.3% | -7.9% | +248.2% | +238.5% |
| 3Y | +262.2% | -46.5% | +308.7% | +288.5% |
| All | +153.1% | -72.5% | +225.6% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling