+416.7%
FLEX vs URI
+166.6%
+250.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.4% | +4.0% |
| 7D | -19.3% | -9.8% | -9.5% | -14.3% |
| 30D | -41.5% | +1.7% | -43.3% | -41.6% |
| 3M | -43.1% | -9.1% | -34.1% | -39.9% |
| 6M | -48.2% | +9.9% | -58.1% | -50.2% |
| YTD | +15.5% | +31.2% | -15.7% | -1.1% |
| 1Y | +10.2% | +25.9% | -15.7% | -3.5% |
| 3Y | +256.8% | +147.4% | +109.4% | +108.8% |
| All | +416.7% | +166.6% | +250.1% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling