+147.3%
UMC vs FRSH
-72.6%
+219.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +11.4% | -11.2% | +22.5% | +13.4% |
| 30D | +16.8% | -0.8% | +17.6% | +16.5% |
| 3M | +19.1% | +26.4% | -7.3% | +12.8% |
| 6M | +137.4% | +48.4% | +89.1% | +117.4% |
| YTD | +186.4% | -3.1% | +189.5% | +182.5% |
| 1Y | +229.1% | -8.7% | +237.8% | +227.9% |
| 3Y | +257.9% | -45.8% | +303.7% | +282.7% |
| All | +147.3% | -72.6% | +219.8% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling