+26.0%
FLEX vs UL
+0.7%
+25.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -3.3% |
| 7D | +7.5% | +1.1% | +6.3% | +8.3% |
| 30D | -25.3% | +4.5% | -29.8% | -22.3% |
| 3M | -39.7% | +6.5% | -46.2% | -36.5% |
| 6M | -47.9% | +18.2% | -66.0% | -42.8% |
| YTD | +24.1% | +4.7% | +19.4% | +30.5% |
| 1Y | +26.0% | +0.8% | +25.2% | +29.0% |
| All | +26.0% | +0.7% | +25.3% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling