+137.5%
UMC vs FLR
+230.6%
-93.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.0% |
| 7D | +11.4% | -6.9% | +18.2% | +13.1% |
| 30D | +16.8% | +1.1% | +15.7% | +16.3% |
| 3M | +19.1% | +14.3% | +4.8% | +15.5% |
| 6M | +137.4% | +19.1% | +118.3% | +127.3% |
| YTD | +186.4% | +35.1% | +151.3% | +166.4% |
| 1Y | +229.1% | +29.5% | +199.6% | +207.9% |
| 3Y | +257.9% | +53.0% | +204.9% | +202.4% |
| 5Y | +137.5% | +238.9% | -101.4% | +68.8% |
| All | +137.5% | +230.6% | -93.0% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling