+1,272.7%
UMC vs FLUT
-26.8%
+1,299.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | +11.2% | -0.7% | +11.9% | +11.3% |
| 30D | -28.0% | +9.3% | -37.3% | -28.7% |
| 3M | -20.5% | -17.5% | -3.1% | -19.5% |
| 6M | -1.6% | -14.6% | +13.0% | -1.3% |
| YTD | +99.4% | -62.3% | +161.6% | +118.0% |
| 1Y | +120.4% | -59.6% | +180.0% | +138.8% |
| 3Y | +134.2% | -45.3% | +179.5% | +140.8% |
| 5Y | +78.8% | -50.4% | +129.3% | +78.3% |
| All | +1,272.7% | -26.8% | +1,299.6% | +1,310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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