+28.1%
BA vs FLEX
+659.4%
-631.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.0% | -12.6% | -4.9% |
| 7D | -1.7% | -7.2% | +5.4% | -0.3% |
| 30D | -9.5% | -34.8% | +25.3% | +3.3% |
| 3M | -26.5% | -35.6% | +9.1% | -16.5% |
| 6M | -27.4% | -45.0% | +17.6% | -15.0% |
| YTD | -20.6% | +29.4% | -50.0% | -39.5% |
| 1Y | -11.4% | +24.8% | -36.2% | -31.9% |
| 3Y | -10.8% | +304.4% | -315.2% | -63.6% |
| 5Y | -21.9% | +484.1% | -506.0% | -74.3% |
| 10Y | +28.1% | +640.4% | -612.3% | -67.9% |
| All | +28.1% | +659.4% | -631.2% | -67.9% |
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