+134.2%
UMC vs FIS
-38.7%
+172.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.4% | -2.0% |
| 7D | +11.2% | +2.8% | +8.4% | +11.4% |
| 30D | -28.0% | -16.7% | -11.3% | -28.7% |
| 3M | -20.5% | -32.3% | +11.8% | -22.0% |
| 6M | -1.6% | -29.1% | +27.5% | -3.1% |
| YTD | +99.4% | -54.1% | +153.5% | +108.6% |
| 1Y | +120.4% | -53.7% | +174.1% | +130.0% |
| 3Y | +134.2% | -38.8% | +173.1% | +106.8% |
| All | +134.2% | -38.7% | +172.9% | +106.8% |
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