-80.9%
FIG vs UMC
+234.6%
-315.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.2% | -2.9% |
| 7D | -14.5% | +13.6% | -28.1% | -13.5% |
| 30D | -13.3% | +20.8% | -34.1% | -11.9% |
| 3M | +7.4% | +16.1% | -8.7% | +6.0% |
| 6M | -27.8% | +137.3% | -165.1% | -31.5% |
| YTD | -41.1% | +193.8% | -234.9% | -49.3% |
| 1Y | -58.7% | +236.1% | -294.8% | -64.3% |
| All | -80.9% | +234.6% | -315.6% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling