+19.6%
FLEX vs URA
-30.3%
+49.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.5% | +6.5% | +7.0% |
| 7D | -13.6% | +0.3% | -13.9% | -13.3% |
| 30D | -36.5% | -14.8% | -21.7% | -27.3% |
| 3M | -36.4% | -25.3% | -11.1% | -20.3% |
| 6M | -46.5% | -39.9% | -6.6% | -22.7% |
| YTD | +25.9% | -22.4% | +48.4% | +53.1% |
| 1Y | +19.6% | -29.0% | +48.5% | +54.4% |
| All | +19.6% | -30.3% | +49.9% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling