+865.8%
UMC vs FLUT
+1,645.8%
-780.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | +11.2% | -0.7% | +11.9% | +11.2% |
| 30D | -28.0% | +9.3% | -37.3% | -28.4% |
| 3M | -20.5% | -17.5% | -3.1% | -19.9% |
| 6M | -1.6% | -14.6% | +13.0% | -1.3% |
| YTD | +99.4% | -62.3% | +161.6% | +109.2% |
| 1Y | +120.4% | -59.6% | +180.0% | +130.2% |
| 3Y | +134.2% | -45.3% | +179.5% | +138.7% |
| 5Y | +78.8% | -50.4% | +129.3% | +80.6% |
| 10Y | +1,280.4% | -26.8% | +1,307.2% | +1,270.2% |
| All | +865.8% | +1,645.8% | -780.0% | +883.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling