+263.0%
UMC vs FITB
+128.2%
+134.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | +13.6% | -0.4% | +14.0% | +13.7% |
| 30D | +20.8% | -5.1% | +25.9% | +22.5% |
| 3M | +16.1% | +3.5% | +12.6% | +14.6% |
| 6M | +137.3% | +17.2% | +120.1% | +125.0% |
| YTD | +193.8% | +17.6% | +176.1% | +177.4% |
| 1Y | +236.1% | +23.4% | +212.7% | +212.0% |
| All | +263.0% | +128.2% | +134.8% | +167.3% |
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