+137.5%
UMC vs FTI
+1,109.5%
-972.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.0% |
| 7D | +11.4% | -5.6% | +17.0% | +12.6% |
| 30D | +16.8% | +0.4% | +16.4% | +16.6% |
| 3M | +19.1% | +8.1% | +11.0% | +17.1% |
| 6M | +137.4% | +16.7% | +120.7% | +129.3% |
| YTD | +186.4% | +70.0% | +116.4% | +157.5% |
| 1Y | +229.1% | +85.4% | +143.6% | +190.5% |
| 3Y | +257.9% | +265.9% | -8.0% | +172.4% |
| 5Y | +137.5% | +1,072.7% | -935.2% | +40.0% |
| All | +137.5% | +1,109.5% | -972.0% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling