-16.2%
BA vs FLEX
+281.5%
-297.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.7% |
| 7D | -1.1% | +7.5% | -8.5% | -2.5% |
| 30D | -7.1% | -25.3% | +18.2% | -3.0% |
| 3M | -25.5% | -39.7% | +14.1% | -19.1% |
| 6M | -28.7% | -47.9% | +19.1% | -21.5% |
| YTD | -21.0% | +24.1% | -45.1% | -33.1% |
| 1Y | -11.9% | +26.0% | -37.8% | -26.1% |
| 3Y | -16.2% | +282.7% | -298.8% | -47.0% |
| All | -16.2% | +281.5% | -297.7% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling