-79.9%
FIG vs UMC
+233.9%
-313.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +5.0% |
| 7D | -3.8% | +9.0% | -12.8% | -3.1% |
| 30D | -2.3% | +17.2% | -19.6% | -1.0% |
| 3M | +20.0% | +11.4% | +8.6% | +18.6% |
| 6M | -16.7% | +137.5% | -154.2% | -21.0% |
| YTD | -37.9% | +193.1% | -231.0% | -46.6% |
| 1Y | -58.5% | +240.3% | -298.8% | -63.4% |
| All | -79.9% | +233.9% | -313.8% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling