+442.4%
FLEX vs URA
+114.7%
+327.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | -0.9% | +1.1% | -2.0% | -1.5% |
| 30D | -10.1% | +7.4% | -17.5% | -13.6% |
| 3M | -31.3% | -8.4% | -23.0% | -28.6% |
| 6M | +71.3% | -12.7% | +84.0% | +82.5% |
| YTD | +81.2% | +7.8% | +73.5% | +76.3% |
| 1Y | +98.5% | +19.5% | +79.0% | +83.2% |
| All | +442.4% | +114.7% | +327.7% | +304.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling