+967.7%
BX vs FLEX
+1,188.3%
-220.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.8% |
| 7D | -4.4% | -0.9% | -3.5% | -4.0% |
| 30D | +0.1% | -10.1% | +10.2% | +4.1% |
| 3M | +16.0% | -31.3% | +47.4% | +31.6% |
| 6M | +21.6% | +71.3% | -49.7% | -14.9% |
| YTD | -8.9% | +81.2% | -90.1% | -38.5% |
| 1Y | -16.6% | +98.5% | -115.1% | -47.0% |
| 3Y | +43.3% | +428.2% | -384.9% | -45.6% |
| 5Y | +25.7% | +657.3% | -631.6% | -59.8% |
| 10Y | +689.5% | +995.9% | -306.4% | +78.5% |
| All | +967.7% | +1,188.3% | -220.6% | +76.4% |
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