+262.2%
UMC vs FLNC
-62.9%
+325.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.1% |
| 7D | +9.0% | -4.1% | +13.1% | +9.4% |
| 30D | +17.2% | -24.8% | +42.0% | +20.2% |
| 3M | +11.4% | -59.1% | +70.5% | +19.8% |
| 6M | +137.5% | -42.0% | +179.5% | +145.6% |
| YTD | +193.1% | -49.8% | +242.9% | +201.1% |
| 1Y | +240.3% | +43.1% | +197.2% | +207.8% |
| 3Y | +262.2% | -61.0% | +323.1% | +254.5% |
| All | +262.2% | -62.9% | +325.0% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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