+86.7%
UMC vs FLUT
-46.8%
+133.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.6% | +3.3% | +6.5% |
| 7D | +0.1% | +4.5% | -4.4% | -0.4% |
| 30D | -28.7% | +9.2% | -37.9% | -29.5% |
| 3M | -15.1% | -13.7% | -1.4% | -14.0% |
| 6M | +5.0% | -9.0% | +14.0% | +4.5% |
| YTD | +108.2% | -60.2% | +168.4% | +138.3% |
| 1Y | +121.7% | -63.1% | +184.8% | +157.1% |
| 3Y | +139.8% | -42.5% | +182.2% | +142.3% |
| All | +86.7% | -46.8% | +133.5% | +70.2% |
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 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