+1,060.6%
FLEX vs USFR
+28.1%
+1,032.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.3% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | -5.8% | +0.3% | -6.1% | -6.3% |
| 3M | -24.2% | +1.0% | -25.2% | -25.5% |
| 6M | +90.8% | +1.9% | +88.9% | +84.4% |
| YTD | +89.2% | +2.7% | +86.5% | +80.2% |
| 1Y | +104.7% | +4.0% | +100.7% | +89.8% |
| 3Y | +478.1% | +14.0% | +464.0% | +346.0% |
| 5Y | +726.2% | +20.4% | +705.8% | +470.0% |
| 10Y | +1,060.6% | +28.1% | +1,032.5% | +639.6% |
| All | +1,060.6% | +28.1% | +1,032.5% | +639.6% |
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