+207.2%
UMC vs FLR
+31.2%
+176.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.4% |
| 7D | +5.0% | +5.4% | -0.5% | +3.0% |
| 30D | +7.7% | +11.4% | -3.7% | +2.6% |
| 3M | +1.7% | +11.4% | -9.7% | -2.4% |
| 6M | +113.9% | +16.6% | +97.3% | +101.2% |
| YTD | +168.9% | +41.7% | +127.2% | +142.6% |
| 1Y | +207.2% | +35.4% | +171.8% | +180.1% |
| All | +207.2% | +31.2% | +176.0% | +180.1% |
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 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