+76.7%
FITB vs UMAC
+508.0%
-431.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.5% |
| 7D | -0.4% | +3.3% | -3.7% | -0.5% |
| 30D | -5.1% | -10.4% | +5.2% | -5.1% |
| 3M | +3.5% | +1.8% | +1.8% | +3.2% |
| 6M | +17.2% | +40.7% | -23.5% | +15.6% |
| YTD | +17.6% | +90.9% | -73.3% | +15.0% |
| 1Y | +23.4% | +151.8% | -128.4% | +19.6% |
| All | +76.7% | +508.0% | -431.3% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling