+115.0%
UMC vs USFR
+4.1%
+110.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -14.7% | +0.1% | -14.8% | -13.3% |
| 30D | -32.9% | +0.4% | -33.2% | -28.8% |
| 3M | -22.2% | +1.1% | -23.2% | -5.3% |
| 6M | +25.9% | +2.0% | +23.9% | +63.5% |
| YTD | +107.9% | +3.4% | +104.6% | +97.0% |
| 1Y | +115.0% | +4.1% | +110.9% | +44.9% |
| All | +115.0% | +4.1% | +110.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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