+416.7%
FLEX vs URA
+33.4%
+383.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +2.3% |
| 7D | -19.3% | -4.1% | -15.2% | -17.2% |
| 30D | -41.5% | -19.0% | -22.5% | -34.4% |
| 3M | -43.1% | -25.1% | -18.0% | -33.9% |
| 6M | -48.2% | -44.5% | -3.7% | -30.9% |
| YTD | +15.5% | -24.3% | +39.8% | +34.7% |
| 1Y | +10.2% | -28.1% | +38.3% | +31.2% |
| 3Y | +256.8% | +40.7% | +216.1% | +207.3% |
| All | +416.7% | +33.4% | +383.3% | +347.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling