+18.0%
BAC vs FLEX
+409.9%
-391.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.7% |
| 7D | -1.2% | -19.3% | +18.1% | +2.9% |
| 30D | -7.7% | -41.5% | +33.9% | +2.8% |
| 3M | -21.2% | -43.1% | +22.0% | -12.1% |
| 6M | -6.8% | -48.2% | +41.4% | +3.9% |
| YTD | -8.7% | +15.5% | -24.2% | -23.1% |
| 1Y | -5.3% | +10.2% | -15.5% | -19.4% |
| 3Y | +87.4% | +256.8% | -169.4% | -4.6% |
| All | +18.0% | +409.9% | -391.9% | -51.2% |
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