+78.5%
FITB vs UMAC
+473.8%
-395.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | -0.3% | -3.4% | +3.1% | -0.2% |
| 30D | -5.7% | -15.1% | +9.4% | -5.5% |
| 3M | +3.2% | -10.8% | +13.9% | +3.1% |
| 6M | +23.4% | +15.7% | +7.7% | +22.1% |
| YTD | +18.8% | +80.1% | -61.4% | +16.2% |
| 1Y | +25.0% | +116.7% | -91.7% | +21.5% |
| All | +78.5% | +473.8% | -395.3% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling