+473.3%
FLEX vs URA
+37.5%
+435.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.0% |
| 7D | +2.2% | +2.9% | -0.6% | +1.3% |
| 30D | -32.6% | -10.8% | -21.8% | -27.8% |
| 3M | -35.5% | -25.5% | -10.0% | -24.7% |
| 6M | -45.6% | -41.2% | -4.3% | -29.2% |
| YTD | +30.7% | -21.3% | +52.0% | +49.7% |
| 1Y | +28.4% | -25.7% | +54.1% | +50.5% |
| 3Y | +301.7% | +43.1% | +258.6% | +242.4% |
| 5Y | +473.3% | +35.6% | +437.7% | +386.9% |
| All | +473.3% | +37.5% | +435.8% | +386.9% |
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