+1,140.4%
FLEX vs USFR
+28.6%
+1,111.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -13.6% | +0.1% | -13.7% | -13.7% |
| 30D | -36.5% | +0.4% | -36.9% | -36.6% |
| 3M | -36.4% | +1.1% | -37.5% | -36.8% |
| 6M | -46.5% | +2.1% | -48.5% | -47.1% |
| YTD | +25.9% | +3.4% | +22.5% | +23.6% |
| 1Y | +19.6% | +4.1% | +15.5% | +16.9% |
| 3Y | +287.0% | +14.4% | +272.6% | +258.5% |
| 5Y | +466.6% | +21.4% | +445.2% | +407.8% |
| 10Y | +626.9% | +28.5% | +598.4% | +539.1% |
| All | +1,140.4% | +28.6% | +1,111.9% | +961.7% |
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 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