+478.1%
FLEX vs UMC
+252.5%
+225.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.1% | -0.7% | +2.0% |
| 7D | +7.0% | +6.6% | +0.4% | +3.8% |
| 30D | -5.8% | +16.6% | -22.4% | -12.4% |
| 3M | -24.2% | +11.0% | -35.2% | -28.2% |
| 6M | +90.8% | +131.3% | -40.5% | +33.8% |
| YTD | +89.2% | +182.5% | -93.3% | +19.0% |
| 1Y | +104.7% | +222.3% | -117.6% | +20.9% |
| 3Y | +478.1% | +253.0% | +225.1% | +218.9% |
| All | +478.1% | +252.5% | +225.6% | +218.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling