+115.0%
UMC vs FITB
+36.9%
+78.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.3% |
| 7D | -14.7% | +2.3% | -17.0% | -14.9% |
| 30D | -32.9% | +7.7% | -40.6% | -33.6% |
| 3M | -22.2% | -4.5% | -17.7% | -21.4% |
| 6M | +25.9% | +12.5% | +13.4% | +22.3% |
| YTD | +107.9% | +19.8% | +88.1% | +96.7% |
| 1Y | +115.0% | +34.1% | +80.9% | +97.1% |
| All | +115.0% | +36.9% | +78.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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