+156.3%
UMAC vs FLR
+31.2%
+125.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -1.2% |
| 7D | -0.9% | +5.4% | -6.3% | -5.1% |
| 30D | -7.7% | +11.4% | -19.0% | -17.2% |
| 3M | -26.4% | +11.4% | -37.8% | -33.1% |
| 6M | +61.9% | +16.6% | +45.2% | +38.4% |
| YTD | +86.5% | +41.7% | +44.8% | +28.2% |
| 1Y | +156.3% | +35.4% | +120.9% | +95.8% |
| All | +156.3% | +31.2% | +125.1% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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