+165.7%
FLEX vs UMAC
+182.0%
-16.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -3.6% |
| 7D | +7.5% | -5.2% | +12.7% | +8.0% |
| 30D | -25.3% | -36.4% | +11.1% | -22.2% |
| 3M | -39.7% | -58.6% | +18.9% | -35.4% |
| 6M | -47.9% | -24.6% | -23.2% | -47.1% |
| YTD | +24.1% | -11.5% | +35.6% | +23.4% |
| 1Y | +26.0% | +16.9% | +9.1% | +23.0% |
| All | +165.7% | +182.0% | -16.3% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling