+240.3%
UMC vs FTI
+89.7%
+150.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.2% |
| 7D | +9.0% | -4.4% | +13.4% | +9.9% |
| 30D | +17.2% | +1.5% | +15.8% | +16.8% |
| 3M | +11.4% | +8.2% | +3.2% | +9.1% |
| 6M | +137.5% | +18.8% | +118.7% | +124.8% |
| YTD | +193.1% | +71.7% | +121.4% | +156.0% |
| 1Y | +240.3% | +90.0% | +150.3% | +187.3% |
| All | +240.3% | +89.7% | +150.6% | +187.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling