+26,074.3%
FIX vs UMC
+157.8%
+25,916.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.5% | +1.9% | +7.6% |
| 7D | -7.2% | -9.2% | +1.9% | -4.9% |
| 30D | -35.1% | -35.1% | 0.0% | -27.9% |
| 3M | -34.3% | -20.5% | -13.8% | -30.7% |
| 6M | -42.9% | -1.7% | -41.2% | -43.1% |
| YTD | +19.5% | +92.8% | -73.3% | +1.0% |
| 1Y | +16.8% | +104.5% | -87.7% | -2.7% |
| 3Y | +506.7% | +129.8% | +376.9% | +389.7% |
| 5Y | +1,046.7% | +74.0% | +972.7% | +864.3% |
| 10Y | +3,800.0% | +1,198.4% | +2,601.5% | +1,883.5% |
| All | +26,074.3% | +157.8% | +25,916.5% | +11,760.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling