+228.2%
FLEX vs USAR
-18.7%
+247.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.8% | -6.3% | +3.5% |
| 7D | -19.3% | -14.5% | -4.8% | -18.0% |
| 30D | -41.5% | -37.8% | -3.7% | -39.0% |
| 3M | -43.1% | -52.8% | +9.7% | -39.4% |
| 6M | -48.2% | -71.2% | +23.0% | -43.4% |
| YTD | +15.5% | -30.9% | +46.4% | +21.8% |
| 1Y | +10.2% | -48.0% | +58.2% | +16.8% |
| 3Y | +256.8% | -19.7% | +276.5% | +290.0% |
| All | +228.2% | -18.7% | +247.0% | +271.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling