+232.5%
UMC vs FIGR
+1.6%
+230.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.2% |
| 7D | +11.4% | +1.0% | +10.4% | +11.3% |
| 30D | +16.8% | +31.4% | -14.6% | +14.2% |
| 3M | +19.1% | +30.3% | -11.2% | +16.7% |
| 6M | +137.4% | -7.6% | +145.1% | +135.1% |
| YTD | +186.4% | -10.5% | +196.8% | +182.4% |
| All | +232.5% | +1.6% | +230.9% | +226.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling