+565.2%
FLEX vs URI
+1,374.0%
-808.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.4% | +4.0% |
| 7D | -19.3% | -9.8% | -9.5% | -14.2% |
| 30D | -41.5% | +1.7% | -43.3% | -41.7% |
| 3M | -43.1% | -9.1% | -34.1% | -39.8% |
| 6M | -48.2% | +9.9% | -58.1% | -50.4% |
| YTD | +15.5% | +31.2% | -15.7% | -2.2% |
| 1Y | +10.2% | +25.9% | -15.7% | -4.5% |
| 3Y | +256.8% | +147.4% | +109.4% | +106.6% |
| 5Y | +408.2% | +179.7% | +228.4% | +162.6% |
| All | +565.2% | +1,374.0% | -808.8% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling