+1,842.6%
UMC vs FDX
+182.5%
+1,660.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +9.0% | -3.3% | +12.3% | +10.1% |
| 30D | +17.2% | -4.5% | +21.8% | +18.8% |
| 3M | +11.4% | -7.3% | +18.8% | +14.0% |
| 6M | +137.5% | +7.5% | +130.0% | +132.4% |
| YTD | +193.1% | +35.1% | +158.0% | +167.0% |
| 1Y | +240.3% | +71.4% | +168.9% | +187.4% |
| 3Y | +262.2% | +60.8% | +201.4% | +201.7% |
| 5Y | +143.1% | +65.5% | +77.6% | +94.3% |
| All | +1,842.6% | +182.5% | +1,660.1% | +1,188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling