+614.8%
FLEX vs URI
+1,173.3%
-558.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.3% |
| 7D | +7.5% | +6.7% | +0.7% | +4.0% |
| 30D | -25.3% | +8.9% | -34.1% | -28.1% |
| 3M | -39.7% | +0.5% | -40.2% | -39.4% |
| 6M | -47.9% | +20.7% | -68.5% | -52.4% |
| YTD | +24.1% | +40.0% | -15.9% | +1.3% |
| 1Y | +26.0% | +34.4% | -8.4% | +5.2% |
| 3Y | +282.7% | +149.5% | +133.2% | +118.6% |
| 5Y | +424.2% | +205.6% | +218.7% | +154.8% |
| All | +614.8% | +1,173.3% | -558.6% | +62.4% |
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