+263.0%
UMC vs FTI
+274.9%
-12.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +13.6% | -2.3% | +16.0% | +14.1% |
| 30D | +20.8% | +5.0% | +15.7% | +19.5% |
| 3M | +16.1% | +13.8% | +2.3% | +12.9% |
| 6M | +137.3% | +22.9% | +114.4% | +126.3% |
| YTD | +193.8% | +75.0% | +118.8% | +161.5% |
| 1Y | +236.1% | +96.9% | +139.2% | +191.8% |
| All | +263.0% | +274.9% | -12.0% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling