+137.5%
UMC vs USFR
+20.4%
+117.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +11.4% | +0.1% | +11.3% | +11.6% |
| 30D | +16.8% | +0.3% | +16.5% | +17.9% |
| 3M | +19.1% | +1.0% | +18.1% | +22.1% |
| 6M | +137.4% | +1.9% | +135.5% | +146.4% |
| YTD | +186.4% | +2.7% | +183.7% | +199.4% |
| 1Y | +229.1% | +4.0% | +225.1% | +251.0% |
| 3Y | +257.9% | +14.1% | +243.8% | +310.6% |
| 5Y | +137.5% | +20.5% | +117.1% | +150.7% |
| All | +137.5% | +20.4% | +117.1% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling