-79.1%
FIG vs UMC
+206.3%
-285.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -8.9% | -4.0% |
| 7D | -16.3% | +5.0% | -21.3% | -16.0% |
| 30D | -14.3% | +7.7% | -22.0% | -13.8% |
| 3M | +7.2% | +1.7% | +5.5% | +5.2% |
| 6M | -18.6% | +113.9% | -132.5% | -23.4% |
| YTD | -35.5% | +168.9% | -204.4% | -44.9% |
| 1Y | -55.8% | +207.2% | -263.0% | -62.2% |
| All | -79.1% | +206.3% | -285.4% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling