+310.3%
FLEX vs UMAC
+473.8%
-163.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.5% | +9.7% | +7.4% |
| 7D | +5.7% | -3.4% | +9.1% | +6.0% |
| 30D | -7.0% | -15.1% | +8.1% | -6.2% |
| 3M | -23.8% | -10.8% | -13.1% | -23.9% |
| 6M | +82.6% | +15.7% | +67.0% | +76.4% |
| YTD | +91.6% | +80.1% | +11.5% | +79.6% |
| 1Y | +100.6% | +116.7% | -16.2% | +84.8% |
| All | +310.3% | +473.8% | -163.5% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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