+30.8%
BX vs FLEX
+475.0%
-444.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.5% |
| 7D | -2.0% | +7.0% | -8.9% | -3.4% |
| 30D | -2.3% | -5.8% | +3.5% | -1.3% |
| 3M | +18.5% | -24.2% | +42.7% | +24.1% |
| 6M | +23.7% | +90.8% | -67.1% | -6.6% |
| YTD | -10.4% | +89.2% | -99.5% | -32.7% |
| 1Y | -19.6% | +104.7% | -124.3% | -42.5% |
| 3Y | +30.8% | +478.1% | -447.3% | -39.0% |
| All | +30.8% | +475.0% | -444.2% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling