+25.9%
BA vs FLEX
+631.1%
-605.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.5% |
| 7D | 0.0% | -13.6% | +13.7% | +4.2% |
| 30D | -8.9% | -36.5% | +27.6% | +4.9% |
| 3M | -25.5% | -36.4% | +10.9% | -15.0% |
| 6M | -27.0% | -46.5% | +19.5% | -13.7% |
| YTD | -20.1% | +25.9% | -46.1% | -38.6% |
| 1Y | -11.0% | +19.6% | -30.6% | -30.5% |
| 3Y | -11.8% | +287.0% | -298.8% | -63.3% |
| 5Y | -20.6% | +466.6% | -487.3% | -73.6% |
| All | +25.9% | +631.1% | -605.2% | -68.4% |
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