+263.0%
UMC vs FIS
-26.4%
+289.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +3.8% |
| 7D | +13.6% | -9.1% | +22.7% | +13.2% |
| 30D | +20.8% | -10.4% | +31.2% | +20.3% |
| 3M | +16.1% | -3.7% | +19.8% | +15.2% |
| 6M | +137.3% | -24.8% | +162.1% | +142.0% |
| YTD | +193.8% | -41.6% | +235.3% | +212.6% |
| 1Y | +236.1% | -42.7% | +278.8% | +258.9% |
| All | +263.0% | -26.4% | +289.4% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling