+448.7%
FIX vs UMC
+107.6%
+341.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.9% | +4.0% |
| 7D | -17.5% | -17.0% | -0.5% | -11.0% |
| 30D | -41.6% | -40.6% | -1.0% | -28.4% |
| 3M | -40.6% | -27.9% | -12.7% | -33.1% |
| 6M | -49.4% | -7.5% | -41.9% | -48.3% |
| YTD | +9.2% | +79.3% | -70.1% | -16.8% |
| 1Y | +6.5% | +92.8% | -86.3% | -21.8% |
| 3Y | +448.7% | +108.2% | +340.6% | +284.5% |
| All | +448.7% | +107.6% | +341.1% | +284.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling