-52.3%
FLUT vs UMAC
+508.0%
-560.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -1.2% |
| 7D | -2.6% | +3.3% | -5.9% | -2.7% |
| 30D | +5.4% | -10.4% | +15.8% | +5.5% |
| 3M | -10.8% | +1.8% | -12.5% | -11.1% |
| 6M | -9.2% | +40.7% | -50.0% | -11.4% |
| YTD | -53.8% | +90.9% | -144.7% | -55.6% |
| 1Y | -66.0% | +151.8% | -217.7% | -67.7% |
| All | -52.3% | +508.0% | -560.3% | -57.6% |
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