+166.1%
B vs FLEX
+254.3%
-88.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.0% | -0.3% |
| 7D | +9.6% | -19.3% | +28.9% | +13.3% |
| 30D | +3.5% | -41.5% | +45.1% | +13.8% |
| 3M | -1.6% | -43.1% | +41.5% | +8.5% |
| 6M | -1.7% | -48.2% | +46.5% | +9.1% |
| YTD | -5.3% | +15.5% | -20.8% | -12.3% |
| 1Y | +27.2% | +10.2% | +17.0% | +18.5% |
| 3Y | +166.1% | +256.8% | -90.7% | +98.6% |
| All | +166.1% | +254.3% | -88.2% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling