-68.4%
FLNC vs UMAC
+2.9%
-71.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -10.9% | +21.1% | +13.0% |
| 7D | -2.1% | -26.0% | +23.9% | +5.6% |
| 30D | -20.8% | -40.3% | +19.5% | -9.6% |
| 3M | -61.3% | -51.1% | -10.2% | -54.7% |
| 6M | -50.9% | -5.6% | -45.2% | -54.7% |
| YTD | -69.4% | +2.3% | -71.6% | -74.9% |
| 1Y | -68.4% | +7.9% | -76.3% | -75.2% |
| All | -68.4% | +2.9% | -71.3% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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