+263.2%
BAC vs FLEX
+569.1%
-305.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -2.0% |
| 7D | -1.2% | -19.3% | +18.1% | +4.3% |
| 30D | -7.7% | -41.5% | +33.9% | +6.3% |
| 3M | -21.2% | -43.1% | +22.0% | -9.1% |
| 6M | -6.8% | -48.2% | +41.4% | +7.5% |
| YTD | -8.7% | +15.5% | -24.2% | -23.5% |
| 1Y | -5.3% | +10.2% | -15.5% | -19.7% |
| 3Y | +87.4% | +256.8% | -169.4% | -2.7% |
| 5Y | +18.9% | +408.2% | -389.3% | -47.5% |
| All | +263.2% | +569.1% | -305.9% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling