+96.6%
USB vs FLR
+30.5%
+66.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +2.4% | +1.4% | +1.0% | +2.1% |
| 30D | +6.6% | -5.9% | +12.5% | +7.6% |
| 3M | -4.1% | -7.6% | +3.5% | -3.4% |
| 6M | +12.5% | -9.3% | +21.8% | +12.7% |
| YTD | +17.6% | +20.1% | -2.5% | +10.0% |
| 1Y | +36.5% | +3.0% | +33.5% | +31.9% |
| All | +96.6% | +30.5% | +66.1% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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