+7,917.6%
FLEX vs UL
+1,730.3%
+6,187.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | -10.1% | +0.5% | -10.6% | -10.5% |
| 3M | -31.3% | +17.6% | -48.9% | -36.3% |
| 6M | +71.3% | -5.4% | +76.6% | +72.4% |
| YTD | +81.2% | +0.7% | +80.5% | +77.3% |
| 1Y | +98.5% | -9.3% | +107.8% | +101.1% |
| 3Y | +428.2% | +24.5% | +403.7% | +359.3% |
| 5Y | +657.3% | +23.2% | +634.1% | +551.2% |
| 10Y | +995.9% | +64.5% | +931.4% | +726.2% |
| All | +7,917.6% | +1,730.3% | +6,187.3% | +3,847.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling