-10.6%
BA vs FLEX
+238.9%
-249.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.6% | +11.1% | -0.1% |
| 7D | -0.1% | -28.3% | +28.2% | +5.5% |
| 30D | -9.1% | -45.0% | +35.9% | +0.8% |
| 3M | -28.2% | -45.2% | +17.1% | -20.6% |
| 6M | -23.1% | -30.8% | +7.7% | -22.4% |
| YTD | -20.6% | +10.4% | -31.0% | -31.2% |
| 1Y | -12.7% | +2.3% | -15.0% | -23.0% |
| All | -10.6% | +238.9% | -249.5% | -42.2% |
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