+389.6%
BE vs FLEX
+101.8%
+287.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -1.8% |
| 7D | +23.9% | +6.4% | +17.6% | +18.8% |
| 30D | +27.8% | -5.9% | +33.7% | +34.0% |
| 3M | +3.7% | -23.5% | +27.2% | +27.8% |
| 6M | +78.0% | +83.7% | -5.8% | -10.6% |
| YTD | +209.9% | +86.5% | +123.4% | +53.3% |
| 1Y | +389.6% | +100.5% | +289.1% | +127.6% |
| All | +389.6% | +101.8% | +287.8% | +127.6% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling