+22.7%
USB vs FLR
+113.3%
-90.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.9% |
| 7D | -1.5% | -5.4% | +4.0% | -0.3% |
| 30D | +4.3% | -13.5% | +17.8% | +7.5% |
| 3M | -6.1% | -10.8% | +4.7% | -4.6% |
| 6M | +9.4% | -15.1% | +24.5% | +11.2% |
| YTD | +15.2% | +13.5% | +1.7% | +8.0% |
| 1Y | +32.8% | -5.1% | +37.9% | +30.0% |
| 3Y | +91.3% | +22.7% | +68.6% | +62.1% |
| 5Y | +22.7% | +94.8% | -72.1% | -10.0% |
| All | +22.7% | +113.3% | -90.6% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling