+22.6%
BAC vs FLEX
+421.8%
-399.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.9% |
| 7D | +3.2% | +7.5% | -4.2% | +1.5% |
| 30D | -0.7% | -25.3% | +24.6% | +4.6% |
| 3M | -20.0% | -39.7% | +19.7% | -12.0% |
| 6M | +3.4% | -47.9% | +51.3% | +15.6% |
| YTD | -5.7% | +24.1% | -29.8% | -22.0% |
| 1Y | -1.4% | +26.0% | -27.4% | -19.4% |
| 3Y | +97.9% | +282.7% | -184.8% | -1.4% |
| All | +22.6% | +421.8% | -399.2% | -49.0% |
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