+55.3%
B vs FLEX
+104.3%
-49.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.8% | -2.4% |
| 7D | +2.3% | +7.0% | -4.7% | +0.7% |
| 30D | +1.4% | -5.8% | +7.2% | +2.5% |
| 3M | +12.2% | -24.2% | +36.4% | +17.8% |
| 6M | -2.1% | +90.8% | -92.9% | -22.3% |
| YTD | +2.9% | +89.2% | -86.3% | -18.3% |
| 1Y | +55.3% | +104.7% | -49.4% | +17.8% |
| All | +55.3% | +104.3% | -49.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling