+644.7%
FLEX vs UMC
+1,304.8%
-660.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.3% |
| 7D | +17.1% | +17.8% | -0.7% | +9.6% |
| 30D | -29.5% | -29.6% | +0.1% | -18.5% |
| 3M | -37.3% | -18.4% | -18.9% | -32.0% |
| 6M | -44.1% | -0.1% | -43.9% | -44.4% |
| YTD | +29.3% | +104.0% | -74.7% | -2.6% |
| 1Y | +24.2% | +121.5% | -97.4% | -9.3% |
| 3Y | +297.3% | +135.0% | +162.3% | +179.5% |
| 5Y | +446.2% | +83.0% | +363.2% | +304.6% |
| All | +644.7% | +1,304.8% | -660.1% | +148.9% |
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