+253.9%
UMC vs FTV
-5.5%
+259.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.9% |
| 7D | +11.4% | -5.2% | +16.6% | +12.8% |
| 30D | +16.8% | -11.5% | +28.3% | +20.3% |
| 3M | +19.1% | -9.0% | +28.1% | +21.2% |
| 6M | +137.4% | -2.0% | +139.5% | +135.7% |
| YTD | +186.4% | -0.9% | +187.3% | +180.0% |
| 1Y | +229.1% | +14.8% | +214.3% | +199.1% |
| All | +253.9% | -5.5% | +259.4% | +241.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling