+253.0%
UMC vs FLUT
-42.5%
+295.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.0% |
| 7D | +6.6% | +3.8% | +2.8% | +6.5% |
| 30D | +16.6% | +6.3% | +10.3% | +16.4% |
| 3M | +11.0% | -4.0% | +15.1% | +11.0% |
| 6M | +131.3% | -10.3% | +141.6% | +132.3% |
| YTD | +182.5% | -53.2% | +235.7% | +203.5% |
| 1Y | +222.3% | -65.0% | +287.3% | +261.0% |
| 3Y | +253.0% | -43.9% | +296.9% | +255.2% |
| All | +253.0% | -42.5% | +295.5% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling