+240.3%
UMC vs FIGR
-3.1%
+243.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +2.7% |
| 7D | +9.0% | -3.0% | +12.0% | +9.2% |
| 30D | +17.2% | +13.7% | +3.6% | +15.9% |
| 3M | +11.4% | +23.9% | -12.5% | +9.5% |
| 6M | +137.5% | -8.4% | +145.9% | +135.8% |
| YTD | +193.1% | -14.6% | +207.7% | +190.0% |
| 1Y | +240.3% | +12.1% | +228.2% | +235.0% |
| All | +240.3% | -3.1% | +243.4% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling