+240.3%
UMC vs FTV
+14.7%
+225.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.4% |
| 7D | +9.0% | -4.0% | +13.0% | +8.2% |
| 30D | +17.2% | -11.0% | +28.3% | +15.0% |
| 3M | +11.4% | -8.4% | +19.8% | +10.3% |
| 6M | +137.5% | -2.6% | +140.1% | +137.0% |
| YTD | +193.1% | -0.6% | +193.7% | +194.0% |
| 1Y | +240.3% | +11.0% | +229.3% | +236.5% |
| All | +240.3% | +14.7% | +225.6% | +236.5% |
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