-0.9%
BA vs FLEX
+657.3%
-658.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | -11.6% | -10.1% | -1.5% | -9.1% |
| 3M | -2.4% | -31.3% | +29.0% | +7.0% |
| 6M | -6.6% | +71.3% | -77.9% | -28.8% |
| YTD | -2.2% | +81.2% | -83.5% | -27.9% |
| 1Y | -8.0% | +98.5% | -106.5% | -35.6% |
| 3Y | -5.0% | +428.2% | -433.2% | -60.4% |
| All | -0.9% | +657.3% | -658.2% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling