+229.1%
UMC vs FIS
-41.7%
+270.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.1% |
| 7D | +11.4% | -8.9% | +20.3% | +7.9% |
| 30D | +16.8% | -9.9% | +26.7% | +12.8% |
| 3M | +19.1% | 0.0% | +19.1% | +19.0% |
| 6M | +137.4% | -22.9% | +160.3% | +130.2% |
| YTD | +186.4% | -40.9% | +227.3% | +169.2% |
| 1Y | +229.1% | -40.4% | +269.5% | +212.4% |
| All | +229.1% | -41.7% | +270.8% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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