+472.6%
FLEX vs USB
+23.7%
+448.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.9% | -14.2% | -13.3% |
| 7D | -17.0% | +2.4% | -19.4% | -18.1% |
| 30D | -33.8% | +6.6% | -40.4% | -36.3% |
| 3M | -39.0% | -4.1% | -35.0% | -37.9% |
| 6M | -15.9% | +12.5% | -28.4% | -21.6% |
| YTD | +27.8% | +17.6% | +10.2% | +16.0% |
| 1Y | +25.0% | +36.5% | -11.5% | +4.8% |
| 3Y | +292.3% | +95.4% | +196.9% | +175.4% |
| 5Y | +472.6% | +26.1% | +446.5% | +414.7% |
| All | +472.6% | +23.7% | +448.9% | +414.7% |
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