+116.7%
UMAC vs FLR
+31.4%
+85.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.4% |
| 7D | -3.4% | -3.5% | +0.1% | -0.5% |
| 30D | -15.1% | +4.2% | -19.3% | -17.9% |
| 3M | -10.8% | +8.1% | -18.8% | -17.3% |
| 6M | +15.7% | +21.5% | -5.8% | -4.7% |
| YTD | +80.1% | +36.8% | +43.4% | +26.8% |
| 1Y | +116.7% | +31.2% | +85.5% | +68.9% |
| All | +116.7% | +31.4% | +85.3% | +68.9% |
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