-10.6%
BA vs FLEX
+23.4%
-34.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -12.3% | +14.5% | +3.1% |
| 7D | +5.9% | -17.0% | +22.9% | +7.5% |
| 30D | -8.2% | -33.8% | +25.7% | -4.3% |
| 3M | -25.4% | -39.0% | +13.7% | -21.7% |
| 6M | -20.0% | -15.9% | -4.1% | -20.9% |
| YTD | -18.5% | +27.8% | -46.3% | -26.1% |
| 1Y | -10.6% | +25.0% | -35.6% | -19.8% |
| All | -10.6% | +23.4% | -34.1% | -19.8% |
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