-52.0%
FIG vs UMC
+117.0%
-169.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +2.7% |
| 7D | +3.4% | +11.2% | -7.8% | +3.9% |
| 30D | -9.5% | -28.0% | +18.6% | -12.7% |
| 3M | -26.2% | -20.5% | -5.6% | -27.7% |
| 6M | +2.7% | -1.6% | +4.3% | -0.9% |
| YTD | -48.0% | +99.4% | -147.3% | -51.7% |
| 1Y | -52.0% | +120.4% | -172.5% | -58.4% |
| All | -52.0% | +117.0% | -169.1% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling