+1,842.6%
UMC vs FLR
+19.7%
+1,822.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.2% |
| 7D | +9.0% | -3.5% | +12.5% | +9.5% |
| 30D | +17.2% | +4.2% | +13.1% | +16.5% |
| 3M | +11.4% | +8.1% | +3.3% | +10.1% |
| 6M | +137.5% | +21.5% | +116.0% | +130.6% |
| YTD | +193.1% | +36.8% | +156.3% | +179.8% |
| 1Y | +240.3% | +31.2% | +209.1% | +226.1% |
| 3Y | +262.2% | +53.9% | +208.3% | +231.9% |
| 5Y | +143.1% | +243.0% | -99.9% | +101.8% |
| All | +1,842.6% | +19.7% | +1,822.8% | +1,650.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling