+19.6%
FLEX vs USAR
-55.1%
+74.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.9% | +0.1% |
| 7D | -13.6% | -9.1% | -4.6% | -11.0% |
| 30D | -36.5% | -36.9% | +0.4% | -28.1% |
| 3M | -36.4% | -58.4% | +22.0% | -20.8% |
| 6M | -46.5% | -70.6% | +24.1% | -29.9% |
| YTD | +25.9% | -33.4% | +59.4% | +41.1% |
| 1Y | +19.6% | -54.0% | +73.6% | +40.8% |
| All | +19.6% | -55.1% | +74.7% | +40.8% |
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