+115.0%
UMC vs FTV
+37.8%
+77.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -1.5% |
| 7D | -14.7% | +6.6% | -21.3% | -13.3% |
| 30D | -32.9% | +19.1% | -52.0% | -30.1% |
| 3M | -22.2% | +13.1% | -35.2% | -19.8% |
| 6M | +25.9% | +14.0% | +11.9% | +30.9% |
| YTD | +107.9% | +24.2% | +83.7% | +119.1% |
| 1Y | +115.0% | +36.4% | +78.7% | +131.8% |
| All | +115.0% | +37.8% | +77.3% | +131.8% |
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