+243.6%
UMC vs FDX
+1,181.9%
-938.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.9% |
| 7D | +5.0% | -2.5% | +7.5% | +6.2% |
| 30D | +7.7% | +3.8% | +3.9% | +5.5% |
| 3M | +1.7% | -1.3% | +3.0% | +2.3% |
| 6M | +113.9% | +5.0% | +108.9% | +108.6% |
| YTD | +168.9% | +39.6% | +129.3% | +126.6% |
| 1Y | +207.2% | +81.1% | +126.1% | +126.1% |
| 3Y | +227.7% | +63.0% | +164.6% | +139.6% |
| 5Y | +118.0% | +65.6% | +52.4% | +51.3% |
| 10Y | +1,682.1% | +183.4% | +1,498.8% | +684.7% |
| All | +243.6% | +1,181.9% | -938.3% | -50.4% |
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