+1,060.6%
FLEX vs UL
+65.6%
+995.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.7% |
| 7D | +7.0% | -1.3% | +8.3% | +7.4% |
| 30D | -5.8% | +0.9% | -6.7% | -6.2% |
| 3M | -24.2% | +14.2% | -38.4% | -28.1% |
| 6M | +90.8% | -3.2% | +94.0% | +91.0% |
| YTD | +89.2% | -0.3% | +89.5% | +86.6% |
| 1Y | +104.7% | -8.8% | +113.5% | +107.7% |
| 3Y | +478.1% | +23.9% | +454.2% | +398.8% |
| 5Y | +726.2% | +21.4% | +704.8% | +606.8% |
| 10Y | +1,060.6% | +66.7% | +993.9% | +852.8% |
| All | +1,060.6% | +65.6% | +995.0% | +852.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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