+13.8%
FIX vs UMC
+106.0%
-92.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -13.9% | -8.3% | -5.7% | -11.0% |
| 30D | -35.5% | -34.5% | -1.0% | -25.3% |
| 3M | -33.9% | -20.0% | -14.0% | -29.0% |
| 6M | -43.3% | -0.7% | -42.6% | -41.1% |
| YTD | +18.7% | +94.7% | -76.0% | +5.9% |
| 1Y | +13.8% | +106.0% | -92.2% | -2.5% |
| All | +13.8% | +106.0% | -92.2% | -2.5% |
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