-61.0%
FLUT vs UMAC
+182.0%
-243.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.9% |
| 7D | -0.7% | -5.2% | +4.5% | -0.6% |
| 30D | +9.3% | -36.4% | +45.6% | +10.1% |
| 3M | -17.5% | -58.6% | +41.1% | -16.2% |
| 6M | -14.6% | -24.6% | +10.0% | -15.5% |
| YTD | -62.3% | -11.5% | -50.8% | -63.2% |
| 1Y | -59.6% | +16.9% | -76.5% | -61.1% |
| All | -61.0% | +182.0% | -243.0% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling