+640.4%
FLEX vs URA
+307.1%
+333.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.2% | +5.8% | +8.9% |
| 7D | -7.2% | +4.3% | -11.4% | -8.6% |
| 30D | -34.8% | -11.7% | -23.0% | -29.8% |
| 3M | -35.6% | -23.5% | -12.0% | -25.9% |
| 6M | -45.0% | -37.8% | -7.2% | -30.3% |
| YTD | +29.4% | -19.6% | +49.0% | +45.8% |
| 1Y | +24.8% | -24.8% | +49.6% | +44.6% |
| 3Y | +304.4% | +47.0% | +257.4% | +231.5% |
| 5Y | +484.1% | +35.4% | +448.7% | +372.2% |
| 10Y | +640.4% | +302.3% | +338.1% | +210.6% |
| All | +640.4% | +307.1% | +333.3% | +210.6% |
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