+1,421.5%
BA vs FLEX
+7,523.3%
-6,101.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 6M | -6.6% | +71.3% | -77.9% | -18.8% |
| YTD | -2.2% | +81.2% | -83.5% | -16.2% |
| 1Y | -8.0% | +98.5% | -106.5% | -22.9% |
| 3Y | -5.0% | +428.2% | -433.2% | -35.4% |
| 5Y | -2.7% | +657.3% | -660.0% | -38.4% |
| 10Y | +75.9% | +995.9% | -920.0% | +1.5% |
| All | +1,421.5% | +7,523.3% | -6,101.8% | +582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling