+674.8%
USB vs FLR
+603.8%
+71.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.4% |
| 7D | +1.4% | +5.4% | -4.0% | 0.0% |
| 30D | -1.3% | +11.4% | -12.7% | -4.9% |
| 3M | +15.2% | +11.4% | +3.8% | +10.3% |
| 6M | +18.8% | +16.6% | +2.2% | +11.1% |
| YTD | +21.0% | +41.7% | -20.7% | +6.8% |
| 1Y | +34.0% | +35.4% | -1.4% | +19.0% |
| 3Y | +95.3% | +57.3% | +38.0% | +58.3% |
| 5Y | +40.4% | +241.0% | -200.6% | -12.2% |
| 10Y | +107.3% | +16.6% | +90.7% | +44.9% |
| All | +674.8% | +603.8% | +71.0% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling