-1.8%
BA vs FLEX
+446.9%
-448.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -11.6% | -10.1% | -1.5% | -9.9% |
| 3M | -2.4% | -31.3% | +29.0% | +4.1% |
| 6M | -6.6% | +71.3% | -77.9% | -23.2% |
| YTD | -2.2% | +81.2% | -83.5% | -21.5% |
| 1Y | -8.0% | +98.5% | -106.5% | -29.0% |
| All | -1.8% | +446.9% | -448.7% | -41.6% |
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 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