+240.3%
UMC vs FDX
+76.4%
+163.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +9.0% | -3.3% | +12.3% | +10.5% |
| 30D | +17.2% | -4.5% | +21.8% | +19.5% |
| 3M | +11.4% | -7.3% | +18.8% | +15.1% |
| 6M | +137.5% | +7.5% | +130.0% | +133.6% |
| YTD | +193.1% | +35.1% | +158.0% | +191.4% |
| 1Y | +240.3% | +71.4% | +168.9% | +223.4% |
| All | +240.3% | +76.4% | +163.9% | +223.4% |
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