+14.4%
FIX vs UMC
+112.5%
-98.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -2.1% | -13.0% | -14.3% |
| 7D | -18.9% | -14.7% | -4.2% | -14.2% |
| 30D | -36.3% | -32.9% | -3.4% | -27.0% |
| 3M | -38.5% | -22.2% | -16.4% | -33.5% |
| 6M | -42.3% | +25.9% | -68.2% | -44.0% |
| YTD | +17.1% | +107.9% | -90.8% | -1.0% |
| 1Y | +14.4% | +115.0% | -100.6% | -5.8% |
| All | +14.4% | +112.5% | -98.1% | -5.8% |
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