+24.2%
FIX vs UMC
+117.0%
-92.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.5% |
| 7D | +9.4% | +11.2% | -1.8% | +5.2% |
| 30D | -27.8% | -28.0% | +0.3% | -19.0% |
| 3M | -35.6% | -20.5% | -15.0% | -30.7% |
| 6M | -45.2% | -1.6% | -43.7% | -43.0% |
| YTD | +19.5% | +99.4% | -79.9% | +9.5% |
| 1Y | +24.2% | +120.4% | -96.2% | +10.6% |
| All | +24.2% | +117.0% | -92.8% | +10.6% |
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