+115.0%
UMC vs FDX
+65.6%
+49.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -3.4% |
| 7D | -14.7% | +8.1% | -22.8% | -17.3% |
| 30D | -32.9% | +13.9% | -46.8% | -36.5% |
| 3M | -22.2% | +5.5% | -27.7% | -24.2% |
| 6M | +25.9% | +15.1% | +10.8% | +21.7% |
| YTD | +107.9% | +43.2% | +64.7% | +115.4% |
| 1Y | +115.0% | +65.0% | +50.0% | +131.1% |
| All | +115.0% | +65.6% | +49.4% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling