+134.2%
UMC vs FITB
+144.0%
-9.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +11.2% | +2.8% | +8.4% | +10.4% |
| 30D | -28.0% | +9.8% | -37.8% | -29.7% |
| 3M | -20.5% | -5.2% | -15.4% | -19.4% |
| 6M | -1.6% | +17.3% | -18.9% | -6.3% |
| YTD | +99.4% | +19.3% | +80.1% | +88.0% |
| 1Y | +120.4% | +32.7% | +87.7% | +101.3% |
| 3Y | +134.2% | +141.6% | -7.4% | +76.1% |
| All | +134.2% | +144.0% | -9.8% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling