+256.8%
FLEX vs USFR
+14.4%
+242.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.7% |
| 7D | -19.3% | +0.1% | -19.4% | -18.7% |
| 30D | -41.5% | +0.4% | -41.9% | -39.8% |
| 3M | -43.1% | +1.1% | -44.2% | -38.0% |
| 6M | -48.2% | +2.1% | -50.3% | -38.9% |
| YTD | +15.5% | +3.4% | +12.1% | +39.1% |
| 1Y | +10.2% | +4.1% | +6.1% | +32.2% |
| 3Y | +256.8% | +14.4% | +242.4% | +410.8% |
| All | +256.8% | +14.4% | +242.4% | +410.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling