+303.1%
FLEX vs USAR
-19.4%
+322.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.6% | +3.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.3% |
| 30D | -32.6% | -30.1% | -2.6% | -30.3% |
| 3M | -35.5% | -56.3% | +20.8% | -30.8% |
| 6M | -45.6% | -68.6% | +23.0% | -40.8% |
| YTD | +30.7% | -30.5% | +61.2% | +37.9% |
| 1Y | +28.4% | -53.5% | +81.9% | +36.2% |
| All | +303.1% | -19.4% | +322.4% | +291.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling