+407.8%
UMC vs FTI
+2,117.5%
-1,709.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +5.7% |
| 7D | +6.6% | -0.2% | +6.8% | +6.6% |
| 30D | +16.6% | +12.3% | +4.2% | +12.1% |
| 3M | +11.0% | +13.8% | -2.7% | +6.0% |
| 6M | +131.3% | +24.3% | +107.0% | +113.6% |
| YTD | +182.5% | +75.8% | +106.7% | +133.2% |
| 1Y | +222.3% | +99.6% | +122.6% | +154.3% |
| 3Y | +253.0% | +278.4% | -25.4% | +116.7% |
| 5Y | +141.8% | +1,168.7% | -1,026.9% | -8.8% |
| 10Y | +1,772.2% | +297.5% | +1,474.7% | +743.4% |
| All | +407.8% | +2,117.5% | -1,709.6% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling