+565.2%
FLEX vs URA
+278.3%
+286.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +2.4% |
| 7D | -19.3% | -4.1% | -15.2% | -17.3% |
| 30D | -41.5% | -19.0% | -22.5% | -34.5% |
| 3M | -43.1% | -25.1% | -18.0% | -34.0% |
| 6M | -48.2% | -44.5% | -3.7% | -30.8% |
| YTD | +15.5% | -24.3% | +39.8% | +33.8% |
| 1Y | +10.2% | -28.1% | +38.3% | +30.5% |
| 3Y | +256.8% | +40.7% | +216.1% | +198.5% |
| 5Y | +408.2% | +35.5% | +372.7% | +309.7% |
| All | +565.2% | +278.3% | +286.9% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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