+25.0%
FLEX vs UMC
+112.5%
-87.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.1% | -10.3% | -11.3% |
| 7D | -17.0% | -14.7% | -2.3% | -10.2% |
| 30D | -33.8% | -32.9% | -1.0% | -19.7% |
| 3M | -39.0% | -22.2% | -16.9% | -31.6% |
| 6M | -15.9% | +25.9% | -41.8% | -21.7% |
| YTD | +27.8% | +107.9% | -80.1% | +4.6% |
| 1Y | +25.0% | +115.0% | -90.1% | -0.7% |
| All | +25.0% | +112.5% | -87.6% | -0.7% |
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