+626.9%
FLEX vs URA
+289.1%
+337.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -0.9% |
| 7D | -13.6% | +0.3% | -13.9% | -13.3% |
| 30D | -36.5% | -14.8% | -21.7% | -30.5% |
| 3M | -36.4% | -25.3% | -11.1% | -26.0% |
| 6M | -46.5% | -39.9% | -6.6% | -30.9% |
| YTD | +25.9% | -22.4% | +48.4% | +44.5% |
| 1Y | +19.6% | -29.0% | +48.5% | +42.4% |
| 3Y | +287.0% | +41.0% | +246.0% | +223.6% |
| 5Y | +466.6% | +38.3% | +428.3% | +354.1% |
| 10Y | +626.9% | +276.1% | +350.9% | +206.9% |
| All | +626.9% | +289.1% | +337.9% | +206.9% |
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