+98.5%
FLEX vs USAR
+27.9%
+70.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -0.9% | -2.1% | +1.2% | -0.5% |
| 30D | -10.1% | +2.6% | -12.8% | -10.8% |
| 3M | -31.3% | -35.0% | +3.7% | -27.8% |
| 6M | +71.3% | -6.9% | +78.1% | +71.7% |
| YTD | +81.2% | +48.0% | +33.3% | +76.3% |
| 1Y | +98.5% | +24.8% | +73.7% | +95.2% |
| All | +98.5% | +27.9% | +70.6% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling