+461.4%
UMC vs FLR
+609.6%
-148.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.2% | +4.8% |
| 7D | +6.6% | +0.7% | +5.9% | +6.3% |
| 30D | +16.6% | -0.7% | +17.2% | +16.4% |
| 3M | +11.0% | +14.3% | -3.3% | +6.5% |
| 6M | +131.3% | +25.6% | +105.7% | +114.2% |
| YTD | +182.5% | +42.9% | +139.6% | +150.5% |
| 1Y | +222.3% | +38.7% | +183.5% | +186.7% |
| 3Y | +253.0% | +61.8% | +191.3% | +180.6% |
| 5Y | +141.8% | +254.1% | -112.3% | +44.2% |
| 10Y | +1,772.2% | +20.0% | +1,752.2% | +1,113.6% |
| All | +461.4% | +609.6% | -148.1% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling