+26.8%
BA vs FLEX
+658.8%
-632.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -0.7% |
| 7D | -1.4% | +2.2% | -3.6% | -3.0% |
| 30D | -7.9% | -32.6% | +24.7% | +3.7% |
| 3M | -25.2% | -35.5% | +10.3% | -15.0% |
| 6M | -26.7% | -45.6% | +18.8% | -13.9% |
| YTD | -19.6% | +30.7% | -50.3% | -39.0% |
| 1Y | -10.6% | +28.4% | -39.0% | -32.1% |
| 3Y | -11.2% | +301.7% | -312.9% | -63.6% |
| 5Y | -20.4% | +473.3% | -493.7% | -73.6% |
| 10Y | +26.8% | +651.7% | -625.0% | -68.6% |
| All | +26.8% | +658.8% | -632.1% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling