+31.8%
BA vs FLEX
+569.0%
-537.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.0% | -1.1% |
| 7D | +1.1% | -19.3% | +20.4% | +8.2% |
| 30D | -7.9% | -41.5% | +33.6% | +9.6% |
| 3M | -25.3% | -43.1% | +17.8% | -10.9% |
| 6M | -24.6% | -48.2% | +23.6% | -9.7% |
| YTD | -20.1% | +15.5% | -35.6% | -36.3% |
| 1Y | -11.8% | +10.2% | -22.0% | -28.7% |
| 3Y | -10.1% | +256.8% | -266.9% | -61.4% |
| 5Y | -22.7% | +408.2% | -430.9% | -73.1% |
| All | +31.8% | +569.0% | -537.2% | -65.6% |
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