+287.0%
FLEX vs UMC
+129.7%
+157.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | -13.6% | -8.3% | -5.3% | -9.6% |
| 30D | -36.5% | -34.5% | -2.0% | -22.0% |
| 3M | -36.4% | -20.0% | -16.5% | -29.4% |
| 6M | -46.5% | -0.7% | -45.7% | -46.5% |
| YTD | +25.9% | +94.7% | -68.8% | -5.4% |
| 1Y | +19.6% | +106.0% | -86.4% | -12.6% |
| 3Y | +287.0% | +124.3% | +162.7% | +165.7% |
| All | +287.0% | +129.7% | +157.3% | +165.7% |
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