+1,842.6%
UMC vs FTI
+305.3%
+1,537.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.2% |
| 7D | +9.0% | -4.4% | +13.4% | +9.8% |
| 30D | +17.2% | +1.5% | +15.8% | +16.9% |
| 3M | +11.4% | +8.2% | +3.2% | +9.7% |
| 6M | +137.5% | +18.8% | +118.7% | +129.9% |
| YTD | +193.1% | +71.7% | +121.4% | +166.9% |
| 1Y | +240.3% | +90.0% | +150.3% | +204.3% |
| 3Y | +262.2% | +270.5% | -8.3% | +185.5% |
| 5Y | +143.1% | +1,084.5% | -941.4% | +55.0% |
| All | +1,842.6% | +305.3% | +1,537.3% | +1,164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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