+447.8%
UMC vs FIS
+374.5%
+73.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.0% |
| 7D | +5.0% | +1.1% | +3.9% | +4.3% |
| 30D | +7.7% | -2.2% | +9.9% | +8.5% |
| 3M | +1.7% | +2.1% | -0.5% | -1.9% |
| 6M | +113.9% | -14.7% | +128.6% | +122.9% |
| YTD | +168.9% | -35.7% | +204.6% | +220.0% |
| 1Y | +207.2% | -37.1% | +244.3% | +267.9% |
| 3Y | +227.7% | -20.0% | +247.7% | +231.1% |
| 5Y | +118.0% | -62.1% | +180.2% | +206.6% |
| 10Y | +1,682.1% | -37.4% | +1,719.5% | +1,535.4% |
| All | +447.8% | +374.5% | +73.3% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling