+948.1%
FIX vs UMC
+64.2%
+883.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.9% | +4.1% |
| 7D | -17.5% | -17.0% | -0.5% | -11.3% |
| 30D | -41.6% | -40.6% | -1.0% | -28.9% |
| 3M | -40.6% | -27.9% | -12.7% | -33.3% |
| 6M | -49.4% | -7.5% | -41.9% | -48.5% |
| YTD | +9.2% | +79.3% | -70.1% | -15.3% |
| 1Y | +6.5% | +92.8% | -86.3% | -19.9% |
| 3Y | +448.7% | +108.2% | +340.6% | +295.9% |
| All | +948.1% | +64.2% | +883.9% | +698.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling