+135.1%
BAC vs FLEX
+431.9%
-296.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -0.4% | -10.1% | +9.8% | +1.2% |
| 3M | +16.9% | -31.3% | +48.3% | +23.2% |
| 6M | +26.6% | +71.3% | -44.7% | +5.7% |
| YTD | +15.8% | +81.2% | -65.5% | -5.7% |
| 1Y | +27.2% | +98.5% | -71.3% | -0.4% |
| All | +135.1% | +431.9% | -296.8% | +29.5% |
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