+240.3%
UMC vs FLUT
-65.2%
+305.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +2.6% |
| 7D | +9.0% | +0.4% | +8.6% | +9.1% |
| 30D | +17.2% | +2.5% | +14.7% | +17.8% |
| 3M | +11.4% | -9.2% | +20.6% | +11.2% |
| 6M | +137.5% | -8.2% | +145.7% | +137.9% |
| YTD | +193.1% | -53.2% | +246.3% | +186.4% |
| 1Y | +240.3% | -65.6% | +305.9% | +247.4% |
| All | +240.3% | -65.2% | +305.5% | +247.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling