+681.1%
FLEX vs AUR
-36.7%
+717.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.8% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | -11.8% | -8.9% | -2.8% | -10.7% |
| 3M | -22.6% | +4.6% | -27.2% | -23.1% |
| 6M | +77.3% | +44.9% | +32.5% | +69.0% |
| YTD | +78.8% | +64.8% | +13.9% | +67.2% |
| 1Y | +86.1% | +16.4% | +69.7% | +80.9% |
| 3Y | +446.2% | +85.1% | +361.1% | +370.1% |
| 5Y | +689.7% | -36.1% | +725.8% | +556.2% |
| All | +681.1% | -36.7% | +717.8% | +546.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling