-45.2%
FIX vs UMC
-3.2%
-42.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.5% | +1.9% | +5.9% |
| 7D | -7.2% | -9.2% | +1.9% | -3.1% |
| 30D | -35.1% | -35.1% | 0.0% | -22.4% |
| 3M | -34.3% | -20.5% | -13.8% | -28.8% |
| All | -45.2% | -3.2% | -42.0% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling