+100.5%
FLEX vs UMAC
+141.5%
-41.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -0.4% |
| 7D | +6.4% | +3.3% | +3.1% | +5.8% |
| 30D | -5.9% | -10.4% | +4.5% | -5.1% |
| 3M | -23.5% | +1.8% | -25.2% | -25.3% |
| 6M | +83.7% | +40.7% | +43.0% | +65.3% |
| YTD | +86.5% | +90.9% | -4.4% | +58.9% |
| 1Y | +100.5% | +151.8% | -51.3% | +66.2% |
| All | +100.5% | +141.5% | -41.0% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling