+1,272.7%
UMC vs FDX
+155.8%
+1,116.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.8% |
| 7D | +11.2% | +5.2% | +6.0% | +9.5% |
| 30D | -28.0% | +11.3% | -39.3% | -30.4% |
| 3M | -20.5% | -4.1% | -16.4% | -19.6% |
| 6M | -1.6% | +9.6% | -11.2% | -4.2% |
| YTD | +99.4% | +40.9% | +58.5% | +79.2% |
| 1Y | +120.4% | +53.0% | +67.4% | +93.0% |
| 3Y | +134.2% | +74.1% | +60.1% | +90.3% |
| 5Y | +78.8% | +75.1% | +3.7% | +40.7% |
| All | +1,272.7% | +155.8% | +1,116.9% | +849.8% |
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