-48.2%
FLEX vs URA
-41.6%
-6.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +0.5% |
| 7D | -19.3% | -4.1% | -15.2% | -15.7% |
| 30D | -41.5% | -19.0% | -22.5% | -29.6% |
| 3M | -43.1% | -25.1% | -18.0% | -28.0% |
| 6M | -48.2% | -44.5% | -3.7% | -20.0% |
| All | -48.2% | -41.6% | -6.6% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling