+98.5%
FLEX vs UMC
+209.4%
-111.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | -0.6% |
| 7D | -0.9% | +5.0% | -5.8% | -3.2% |
| 30D | -10.1% | +7.7% | -17.8% | -13.4% |
| 3M | -31.3% | +1.7% | -33.0% | -32.1% |
| 6M | +71.3% | +113.9% | -42.7% | +30.2% |
| YTD | +81.2% | +168.9% | -87.7% | +27.4% |
| 1Y | +98.5% | +207.2% | -108.7% | +32.6% |
| All | +98.5% | +209.4% | -111.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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