+257.9%
FLEX vs USAR
-21.7%
+279.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.9% | -1.7% |
| 7D | -13.6% | -9.1% | -4.6% | -12.7% |
| 30D | -36.5% | -36.9% | +0.4% | -33.7% |
| 3M | -36.4% | -58.4% | +22.0% | -31.5% |
| 6M | -46.5% | -70.6% | +24.1% | -41.4% |
| YTD | +25.9% | -33.4% | +59.4% | +33.4% |
| 1Y | +19.6% | -54.0% | +73.6% | +27.4% |
| 3Y | +287.0% | -22.7% | +309.7% | +324.9% |
| All | +257.9% | -21.7% | +279.7% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling