-47.9%
FLEX vs UMAC
-25.4%
-22.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -2.9% |
| 7D | +7.5% | -5.2% | +12.7% | +8.9% |
| 30D | -25.3% | -36.4% | +11.1% | -17.7% |
| 3M | -39.7% | -58.6% | +18.9% | -29.5% |
| 6M | -47.9% | -24.6% | -23.2% | -45.4% |
| All | -47.9% | -25.4% | -22.4% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling