+652.8%
FLEX vs UMC
+1,333.4%
-680.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.9% | -3.1% | +0.9% |
| 7D | +2.2% | +0.1% | +2.1% | +2.4% |
| 30D | -32.6% | -28.7% | -4.0% | -22.5% |
| 3M | -35.5% | -15.1% | -20.4% | -31.1% |
| 6M | -45.6% | +5.0% | -50.5% | -46.9% |
| YTD | +30.7% | +108.2% | -77.5% | -2.4% |
| 1Y | +28.4% | +121.7% | -93.4% | -6.4% |
| 3Y | +301.7% | +139.8% | +161.9% | +180.3% |
| 5Y | +473.3% | +85.1% | +388.2% | +322.3% |
| All | +652.8% | +1,333.4% | -680.5% | +149.6% |
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 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