+37,762.3%
FIX vs UMC
+259.6%
+37,502.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +0.8% |
| 7D | +6.0% | +5.0% | +1.1% | +4.8% |
| 30D | -7.2% | +7.7% | -14.9% | -9.0% |
| 3M | -15.9% | +1.7% | -17.5% | -16.5% |
| 6M | +12.7% | +113.9% | -101.2% | -6.4% |
| YTD | +72.8% | +168.9% | -96.1% | +35.1% |
| 1Y | +122.9% | +207.2% | -84.3% | +68.9% |
| 3Y | +774.3% | +227.7% | +546.6% | +549.0% |
| 5Y | +2,049.5% | +118.0% | +1,931.4% | +1,605.5% |
| 10Y | +5,821.5% | +1,682.1% | +4,139.3% | +2,693.0% |
| All | +37,762.3% | +259.6% | +37,502.7% | +15,768.7% |
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