+295.0%
FLEX vs USB
+94.5%
+200.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.9% | -14.2% | -13.5% |
| 7D | -17.0% | +2.4% | -19.4% | -18.3% |
| 30D | -33.8% | +6.6% | -40.4% | -36.8% |
| 3M | -39.0% | -4.1% | -35.0% | -37.7% |
| 6M | -15.9% | +12.5% | -28.4% | -22.8% |
| YTD | +27.8% | +17.6% | +10.2% | +13.2% |
| 1Y | +25.0% | +36.5% | -11.5% | +0.3% |
| All | +295.0% | +94.5% | +200.5% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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