+416.7%
FLEX vs UL
+31.0%
+385.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +4.4% |
| 7D | -19.3% | +1.1% | -20.5% | -19.2% |
| 30D | -41.5% | +8.2% | -49.8% | -41.5% |
| 3M | -43.1% | +4.5% | -47.7% | -43.1% |
| 6M | -48.2% | +12.6% | -60.8% | -48.5% |
| YTD | +15.5% | +3.5% | +12.0% | +15.5% |
| 1Y | +10.2% | -0.4% | +10.6% | +10.7% |
| 3Y | +256.8% | +36.0% | +220.8% | +218.7% |
| All | +416.7% | +31.0% | +385.7% | +353.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling