+1,887.0%
UMC vs USFR
+27.6%
+1,859.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.0% | +5.1% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | +16.6% | +0.3% | +16.2% | +16.6% |
| 3M | +11.0% | +1.0% | +10.0% | +11.2% |
| 6M | +131.3% | +1.9% | +129.4% | +131.9% |
| YTD | +182.5% | +2.7% | +179.8% | +183.5% |
| 1Y | +222.3% | +4.0% | +218.2% | +224.0% |
| 3Y | +253.0% | +14.0% | +239.0% | +258.4% |
| 5Y | +141.8% | +20.4% | +121.4% | +146.1% |
| 10Y | +1,772.2% | +28.1% | +1,744.2% | +1,806.0% |
| All | +1,887.0% | +27.6% | +1,859.4% | +1,884.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling