+108.4%
B vs FLEX
+467.1%
-358.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | -6.2% | +17.1% | -23.3% | -8.8% |
| 30D | -6.6% | -29.5% | +22.9% | -1.5% |
| 3M | -7.9% | -37.3% | +29.4% | -1.1% |
| 6M | -16.8% | -44.1% | +27.3% | -9.8% |
| YTD | -11.7% | +29.3% | -41.0% | -18.4% |
| 1Y | +3.5% | +24.2% | -20.7% | -4.0% |
| 3Y | +165.7% | +297.3% | -131.6% | +106.8% |
| 5Y | +108.4% | +446.2% | -337.8% | +55.8% |
| All | +108.4% | +467.1% | -358.7% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling