+145.3%
UMC vs FLUT
-48.5%
+193.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.3% | +4.2% |
| 7D | +13.6% | -2.6% | +16.2% | +14.0% |
| 30D | +20.8% | +5.4% | +15.4% | +19.7% |
| 3M | +16.1% | -10.8% | +26.9% | +17.2% |
| 6M | +137.3% | -9.2% | +146.5% | +137.8% |
| YTD | +193.8% | -53.8% | +247.6% | +231.0% |
| 1Y | +236.1% | -66.0% | +302.1% | +302.1% |
| 3Y | +267.1% | -44.7% | +311.8% | +281.1% |
| 5Y | +145.3% | -50.6% | +195.9% | +137.5% |
| All | +145.3% | -48.5% | +193.7% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling