+100.6%
FLEX vs UMC
+238.8%
-138.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +6.1% |
| 7D | +5.7% | +9.0% | -3.3% | +1.5% |
| 30D | -7.0% | +17.2% | -24.3% | -13.9% |
| 3M | -23.8% | +11.4% | -35.2% | -27.8% |
| 6M | +82.6% | +137.5% | -54.9% | +32.6% |
| YTD | +91.6% | +193.1% | -101.5% | +28.5% |
| 1Y | +100.6% | +240.3% | -139.7% | +21.5% |
| All | +100.6% | +238.8% | -138.2% | +21.5% |
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