+399.1%
BAC vs FLEX
+1,001.7%
-602.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | -0.4% | -10.1% | +9.8% | +2.4% |
| 3M | +16.9% | -31.3% | +48.3% | +28.1% |
| 6M | +26.6% | +71.3% | -44.7% | -2.3% |
| YTD | +15.8% | +81.2% | -65.5% | -13.2% |
| 1Y | +27.2% | +98.5% | -71.3% | -9.0% |
| 3Y | +132.4% | +428.2% | -295.8% | +9.9% |
| 5Y | +72.6% | +657.3% | -584.7% | -30.7% |
| All | +399.1% | +1,001.7% | -602.6% | +50.6% |
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