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  • UMC vs FE✓SelectedUSD · FEUMC vs FE performance historyLatest closeAs of+3.99%09/09
Stock and ETF performance explorer

UMC vs FE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,857.3%
FE return
+110.4%
Excess return
+1,747.0%
Maximum drawdown
-54.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFEExcessAlpha
1D+4.0%-0.5%+4.5%+4.1%
7D+13.6%-0.2%+13.8%+13.6%
30D+20.8%-1.2%+21.9%+20.9%
3M+16.1%+1.7%+14.5%+15.6%
6M+137.3%-7.5%+144.8%+139.2%
YTD+193.8%+6.3%+187.4%+189.8%
1Y+236.1%+10.9%+225.2%+229.2%
3Y+267.1%+46.9%+220.2%+241.7%
5Y+145.3%+47.6%+97.7%+127.6%
10Y+1,857.3%+114.5%+1,742.9%+1,763.4%
All+1,857.3%+110.4%+1,747.0%+1,763.4%

Cumulative growth

Daily Returns

Daily percentage return beside FE.

Daily Out/Under-Performance

Portfolio return minus FE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FE 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 FE 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