+241.2%
FLEX vs URI
+136.1%
+105.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.1% | -6.5% | -9.9% |
| 7D | -28.3% | -12.9% | -15.4% | -22.5% |
| 30D | -45.0% | -3.4% | -41.6% | -43.6% |
| 3M | -45.2% | -10.0% | -35.2% | -41.8% |
| 6M | -30.8% | +12.2% | -43.0% | -33.4% |
| YTD | +10.4% | +29.8% | -19.3% | -3.5% |
| 1Y | +2.3% | +24.6% | -22.4% | -8.7% |
| All | +241.2% | +136.1% | +105.1% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling