+180.7%
B vs FLEX
+7,523.3%
-7,342.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | +9.4% | -10.1% | +19.6% | +10.1% |
| 3M | +5.0% | -31.3% | +36.3% | +7.3% |
| 6M | -3.5% | +71.3% | -74.8% | -7.3% |
| YTD | +4.5% | +81.2% | -76.8% | 0.0% |
| 1Y | +67.8% | +98.5% | -30.7% | +59.6% |
| 3Y | +196.7% | +428.2% | -231.5% | +165.2% |
| 5Y | +151.9% | +657.3% | -505.3% | +119.7% |
| 10Y | +202.2% | +995.9% | -793.8% | +152.2% |
| All | +180.7% | +7,523.3% | -7,342.6% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling