+212.2%
UMC vs FIGR
-0.1%
+212.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.6% |
| 7D | +5.0% | -0.2% | +5.2% | +4.9% |
| 30D | +7.7% | +25.2% | -17.5% | +5.7% |
| 3M | +1.7% | +14.8% | -13.2% | +0.2% |
| 6M | +113.9% | +17.9% | +96.0% | +110.9% |
| YTD | +168.9% | -11.9% | +180.8% | +165.5% |
| All | +212.2% | -0.1% | +212.3% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling