+253.9%
UMC vs FDX
+60.4%
+193.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.8% |
| 7D | +11.4% | -3.9% | +15.2% | +12.6% |
| 30D | +16.8% | -3.3% | +20.1% | +17.8% |
| 3M | +19.1% | -2.0% | +21.1% | +19.8% |
| 6M | +137.4% | +8.0% | +129.4% | +133.5% |
| YTD | +186.4% | +35.0% | +151.4% | +168.7% |
| 1Y | +229.1% | +73.7% | +155.4% | +191.2% |
| All | +253.9% | +60.4% | +193.4% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling