+262.2%
UMC vs FLR
+54.2%
+208.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.1% |
| 7D | +9.0% | -3.5% | +12.5% | +9.8% |
| 30D | +17.2% | +4.2% | +13.1% | +16.0% |
| 3M | +11.4% | +8.1% | +3.3% | +9.3% |
| 6M | +137.5% | +21.5% | +116.0% | +127.6% |
| YTD | +193.1% | +36.8% | +156.3% | +175.0% |
| 1Y | +240.3% | +31.2% | +209.1% | +221.1% |
| 3Y | +262.2% | +53.9% | +208.3% | +202.4% |
| All | +262.2% | +54.2% | +208.0% | +202.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling