+614.8%
FLEX vs URA
+266.3%
+348.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.2% |
| 7D | +7.5% | -1.5% | +9.0% | +8.5% |
| 30D | -25.3% | -10.4% | -14.9% | -20.2% |
| 3M | -39.7% | -29.6% | -10.0% | -27.7% |
| 6M | -47.9% | -40.3% | -7.6% | -32.4% |
| YTD | +24.1% | -25.5% | +49.6% | +45.3% |
| 1Y | +26.0% | -26.4% | +52.4% | +48.1% |
| 3Y | +282.7% | +31.4% | +251.2% | +231.0% |
| 5Y | +424.2% | +28.6% | +395.6% | +335.5% |
| All | +614.8% | +266.3% | +348.5% | +208.6% |
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