+305.1%
FLEX vs UMAC
+549.5%
-244.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.3% | -5.0% | +3.7% |
| 7D | +7.0% | +14.7% | -7.7% | +5.8% |
| 30D | -5.8% | -0.5% | -5.3% | -6.1% |
| 3M | -24.2% | +0.5% | -24.7% | -25.0% |
| 6M | +90.8% | +57.9% | +32.9% | +80.7% |
| YTD | +89.2% | +103.9% | -14.7% | +75.7% |
| 1Y | +104.7% | +159.3% | -54.6% | +86.4% |
| All | +305.1% | +549.5% | -244.4% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling