+1,128.2%
FLEX vs URA
-53.7%
+1,181.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.3% | -8.3% | -11.2% |
| 7D | -28.3% | -13.3% | -15.0% | -23.1% |
| 30D | -45.0% | -25.9% | -19.1% | -36.4% |
| 3M | -45.2% | -27.8% | -17.5% | -36.0% |
| 6M | -30.8% | -42.8% | +12.0% | -9.5% |
| YTD | +10.4% | -27.5% | +37.9% | +29.3% |
| 1Y | +2.3% | -35.1% | +37.4% | +25.3% |
| 3Y | +238.9% | +31.1% | +207.8% | +196.0% |
| 5Y | +386.0% | +29.8% | +356.2% | +305.6% |
| 10Y | +551.1% | +265.1% | +286.0% | +216.2% |
| All | +1,128.2% | -53.7% | +1,181.8% | +1,066.8% |
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