+1,174.3%
FLEX vs USFR
+28.5%
+1,145.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | -7.2% | +0.1% | -7.2% | -7.2% |
| 30D | -34.8% | +0.4% | -35.1% | -34.9% |
| 3M | -35.6% | +1.1% | -36.6% | -35.9% |
| 6M | -45.0% | +2.0% | -47.0% | -45.6% |
| YTD | +29.4% | +3.4% | +26.0% | +27.0% |
| 1Y | +24.8% | +4.1% | +20.7% | +22.0% |
| 3Y | +304.4% | +14.3% | +290.1% | +274.7% |
| 5Y | +484.1% | +21.3% | +462.8% | +423.7% |
| 10Y | +640.4% | +28.5% | +611.9% | +551.1% |
| All | +1,174.3% | +28.5% | +1,145.8% | +991.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling