+386.0%
FLEX vs USB
+22.2%
+363.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -12.5% |
| 7D | -28.3% | -1.5% | -26.8% | -27.7% |
| 30D | -45.0% | +4.3% | -49.3% | -46.4% |
| 3M | -45.2% | -6.1% | -39.2% | -43.5% |
| 6M | -30.8% | +9.4% | -40.2% | -34.4% |
| YTD | +10.4% | +15.2% | -4.7% | +1.5% |
| 1Y | +2.3% | +32.8% | -30.5% | -12.9% |
| 3Y | +238.9% | +91.3% | +147.6% | +141.0% |
| 5Y | +386.0% | +22.7% | +363.3% | +344.2% |
| All | +386.0% | +22.2% | +363.8% | +344.2% |
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