+207.2%
UMC vs FTV
+21.5%
+185.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.4% |
| 7D | +5.0% | -4.6% | +9.6% | +4.2% |
| 30D | +7.7% | -7.2% | +14.8% | +6.4% |
| 3M | +1.7% | -7.3% | +8.9% | +1.1% |
| 6M | +113.9% | -1.6% | +115.5% | +113.1% |
| YTD | +168.9% | +3.3% | +165.6% | +171.8% |
| 1Y | +207.2% | +20.2% | +187.0% | +212.6% |
| All | +207.2% | +21.5% | +185.7% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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