+911.5%
BE vs FLEX
+874.6%
+36.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.3% |
| 7D | +20.0% | -0.9% | +20.9% | +20.8% |
| 30D | +7.9% | -10.1% | +18.1% | +16.5% |
| 3M | -13.2% | -31.3% | +18.1% | +15.4% |
| 6M | +53.5% | +71.3% | -17.8% | -2.0% |
| YTD | +191.0% | +81.2% | +109.8% | +79.8% |
| 1Y | +360.5% | +98.5% | +262.0% | +173.1% |
| 3Y | +1,568.0% | +428.2% | +1,139.8% | +376.7% |
| 5Y | +1,055.2% | +657.3% | +397.9% | +154.8% |
| All | +911.5% | +874.6% | +36.8% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling