+288.1%
FLEX vs UMAC
+494.0%
-205.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.7% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -10.1% | -7.7% | -2.5% | -10.0% |
| 3M | -31.3% | -26.4% | -4.9% | -30.7% |
| 6M | +71.3% | +61.9% | +9.4% | +62.2% |
| YTD | +81.2% | +86.5% | -5.3% | +69.5% |
| 1Y | +98.5% | +156.3% | -57.8% | +81.3% |
| All | +288.1% | +494.0% | -205.9% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling