+1,915.5%
FLEX vs URA
-31.1%
+1,946.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | -10.1% | +7.4% | -17.5% | -13.1% |
| 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% | +75.6% |
| 1Y | +98.5% | +19.5% | +79.0% | +82.2% |
| 3Y | +428.2% | +116.4% | +311.8% | +262.9% |
| 5Y | +657.3% | +134.3% | +523.0% | +371.8% |
| 10Y | +995.9% | +359.3% | +636.7% | +369.3% |
| All | +1,915.5% | -31.1% | +1,946.6% | +1,484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling