+757.4%
UMAC vs FLR
+39.4%
+718.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.5% | +8.8% |
| 7D | +14.7% | +0.7% | +14.0% | +14.3% |
| 30D | -0.5% | -0.7% | +0.2% | -1.0% |
| 3M | +0.5% | +14.3% | -13.8% | -8.9% |
| 6M | +57.9% | +25.6% | +32.3% | +32.5% |
| YTD | +103.9% | +42.9% | +61.1% | +55.5% |
| 1Y | +159.3% | +38.7% | +120.5% | +104.7% |
| All | +757.4% | +39.4% | +718.0% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling