+691.5%
FLEX vs USFR
+20.4%
+671.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | -0.9% | +0.1% | -1.0% | -0.7% |
| 30D | -10.1% | +0.3% | -10.4% | -9.3% |
| 3M | -31.3% | +1.0% | -32.3% | -29.6% |
| 6M | +71.3% | +1.9% | +69.3% | +77.4% |
| YTD | +81.2% | +2.6% | +78.6% | +87.8% |
| 1Y | +98.5% | +4.0% | +94.5% | +105.2% |
| 3Y | +428.2% | +14.1% | +414.1% | +459.7% |
| All | +691.5% | +20.4% | +671.1% | +789.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling