-60.6%
FLUT vs UMAC
+195.7%
-256.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -4.0% |
| 7D | -1.2% | +10.1% | -11.4% | -1.4% |
| 30D | +5.0% | -39.1% | +44.2% | +5.9% |
| 3M | -16.4% | -56.2% | +39.8% | -15.2% |
| 6M | -14.6% | -16.2% | +1.6% | -15.7% |
| YTD | -61.9% | -7.1% | -54.7% | -62.9% |
| 1Y | -65.0% | +10.3% | -75.3% | -66.2% |
| All | -60.6% | +195.7% | -256.4% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling