+5,993.3%
FIX vs UMC
+1,742.7%
+4,250.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +0.9% |
| 7D | +6.1% | +6.6% | -0.5% | +4.1% |
| 30D | -2.7% | +16.6% | -19.2% | -7.0% |
| 3M | -10.9% | +11.0% | -22.0% | -13.9% |
| 6M | +29.0% | +131.3% | -102.3% | +1.2% |
| YTD | +76.9% | +182.5% | -105.6% | +30.2% |
| 1Y | +130.7% | +222.3% | -91.5% | +63.7% |
| 3Y | +790.7% | +253.0% | +537.6% | +513.9% |
| 5Y | +2,185.6% | +141.8% | +2,043.7% | +1,567.4% |
| 10Y | +5,993.3% | +1,772.2% | +4,221.1% | +2,354.2% |
| All | +5,993.3% | +1,742.7% | +4,250.6% | +2,354.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling