+614.8%
FLEX vs USFR
+28.6%
+586.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.1% |
| 7D | +7.5% | +0.1% | +7.4% | +7.3% |
| 30D | -25.3% | +0.4% | -25.6% | -25.7% |
| 3M | -39.7% | +1.1% | -40.7% | -40.7% |
| 6M | -47.9% | +2.0% | -49.9% | -49.6% |
| YTD | +24.1% | +3.5% | +20.6% | +16.7% |
| 1Y | +26.0% | +4.1% | +21.9% | +17.0% |
| 3Y | +282.7% | +14.4% | +268.3% | +194.2% |
| 5Y | +424.2% | +21.4% | +402.8% | +256.4% |
| All | +614.8% | +28.6% | +586.2% | +352.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling