+641.7%
BE vs FLEX
+577.2%
+64.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -2.4% |
| 7D | -13.4% | -13.6% | +0.3% | -3.5% |
| 30D | -33.9% | -36.5% | +2.6% | -8.6% |
| 3M | -12.0% | -36.4% | +24.5% | +22.3% |
| 6M | -29.0% | -46.5% | +17.5% | +13.8% |
| YTD | +113.4% | +25.9% | +87.5% | +71.9% |
| 1Y | +33.2% | +19.6% | +13.6% | +12.5% |
| 3Y | +1,659.2% | +287.0% | +1,372.2% | +538.4% |
| 5Y | +461.4% | +466.6% | -5.3% | +54.6% |
| All | +641.7% | +577.2% | +64.5% | +39.3% |
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