+1,184.2%
FLEX vs URA
-51.6%
+1,235.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +2.5% |
| 7D | -19.3% | -4.1% | -15.2% | -17.4% |
| 30D | -41.5% | -19.0% | -22.5% | -35.0% |
| 3M | -43.1% | -25.1% | -18.0% | -34.6% |
| 6M | -48.2% | -44.5% | -3.7% | -32.0% |
| YTD | +15.5% | -24.3% | +39.8% | +32.6% |
| 1Y | +10.2% | -28.1% | +38.3% | +29.2% |
| 3Y | +256.8% | +40.7% | +216.1% | +202.1% |
| 5Y | +408.2% | +35.5% | +372.7% | +315.9% |
| 10Y | +580.8% | +281.2% | +299.7% | +224.2% |
| All | +1,184.2% | -51.6% | +1,235.8% | +1,096.4% |
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