+167.3%
B vs FLEX
+297.5%
-130.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | -6.2% | +17.1% | -23.3% | -9.0% |
| 30D | -6.6% | -29.5% | +22.9% | -1.0% |
| 3M | -7.9% | -37.3% | +29.4% | -0.3% |
| 6M | -16.8% | -44.1% | +27.3% | -9.0% |
| YTD | -11.7% | +29.3% | -41.0% | -19.9% |
| 1Y | +3.5% | +24.2% | -20.7% | -5.7% |
| All | +167.3% | +297.5% | -130.2% | +96.5% |
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