+663.2%
FLEX vs USB
+40.0%
+623.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | +1.4% | -2.3% | -1.7% |
| 30D | -10.1% | -1.3% | -8.8% | -9.5% |
| 3M | -31.3% | +15.2% | -46.6% | -36.5% |
| 6M | +71.3% | +18.8% | +52.4% | +55.9% |
| YTD | +81.2% | +21.0% | +60.2% | +62.8% |
| 1Y | +98.5% | +34.0% | +64.5% | +68.7% |
| 3Y | +428.2% | +95.3% | +332.9% | +271.0% |
| All | +663.2% | +40.0% | +623.2% | +504.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling