+1,033.9%
FLEX vs UMC
+1,818.5%
-784.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.2% |
| 7D | +0.1% | +11.4% | -11.3% | -4.1% |
| 30D | -11.8% | +16.8% | -28.6% | -17.2% |
| 3M | -22.6% | +19.1% | -41.7% | -28.1% |
| 6M | +77.3% | +137.4% | -60.1% | +27.3% |
| YTD | +78.8% | +186.4% | -107.6% | +17.5% |
| 1Y | +86.1% | +229.1% | -143.0% | +16.0% |
| 3Y | +446.2% | +257.9% | +188.3% | +225.5% |
| 5Y | +689.7% | +137.5% | +552.2% | +422.8% |
| All | +1,033.9% | +1,818.5% | -784.5% | +231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling