+243.6%
UMC vs FITB
+151.2%
+92.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +5.0% | +0.6% | +4.3% | +4.7% |
| 30D | +7.7% | -4.7% | +12.4% | +9.1% |
| 3M | +1.7% | +6.7% | -5.0% | -0.5% |
| 6M | +113.9% | +12.6% | +101.4% | +105.8% |
| YTD | +168.9% | +19.1% | +149.8% | +154.0% |
| 1Y | +207.2% | +22.6% | +184.6% | +187.0% |
| 3Y | +227.7% | +127.1% | +100.6% | +152.2% |
| 5Y | +118.0% | +71.8% | +46.2% | +79.2% |
| 10Y | +1,682.1% | +287.2% | +1,394.9% | +958.2% |
| All | +243.6% | +151.2% | +92.3% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling