-66.4%
FISV vs UMAC
+508.0%
-574.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.0% | -4.4% |
| 7D | -6.4% | +3.3% | -9.7% | -6.4% |
| 30D | -6.8% | -10.4% | +3.6% | -6.8% |
| 3M | -10.0% | +1.8% | -11.7% | -9.7% |
| 6M | -20.6% | +40.7% | -61.4% | -20.2% |
| YTD | -27.6% | +90.9% | -118.5% | -27.0% |
| 1Y | -64.3% | +151.8% | -216.1% | -64.0% |
| All | -66.4% | +508.0% | -574.4% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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