+154.7%
UMC vs FDX
+1,193.4%
-1,038.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -3.0% |
| 7D | +11.2% | +5.2% | +6.0% | +8.5% |
| 30D | -28.0% | +11.3% | -39.3% | -31.8% |
| 3M | -20.5% | -4.1% | -16.4% | -19.1% |
| 6M | -1.6% | +9.6% | -11.2% | -6.0% |
| YTD | +99.4% | +40.9% | +58.5% | +66.9% |
| 1Y | +120.4% | +53.0% | +67.4% | +76.7% |
| 3Y | +134.2% | +74.1% | +60.1% | +65.5% |
| 5Y | +78.8% | +75.1% | +3.7% | +20.8% |
| 10Y | +1,280.4% | +156.9% | +1,123.5% | +547.9% |
| All | +154.7% | +1,193.4% | -1,038.7% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling