+640.4%
FLEX vs UL
+102.0%
+538.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.1% | +11.8% |
| 7D | -7.2% | +0.3% | -7.4% | -7.4% |
| 30D | -34.8% | +7.0% | -41.8% | -36.4% |
| 3M | -35.6% | +5.8% | -41.4% | -37.1% |
| 6M | -45.0% | +16.1% | -61.1% | -48.4% |
| YTD | +29.4% | +4.5% | +24.9% | +25.1% |
| 1Y | +24.8% | -1.3% | +26.1% | +22.8% |
| 3Y | +304.4% | +35.0% | +269.5% | +236.2% |
| 5Y | +484.1% | +31.9% | +452.2% | +380.4% |
| 10Y | +640.4% | +99.3% | +541.2% | +475.7% |
| All | +640.4% | +102.0% | +538.4% | +475.7% |
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