+208.8%
C vs FLEX
+569.1%
-360.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.2% |
| 7D | -0.4% | -13.6% | +13.3% | +4.0% |
| 30D | -5.2% | -36.5% | +31.3% | +9.4% |
| 3M | -9.1% | -36.4% | +27.4% | +4.0% |
| 6M | -1.6% | -46.5% | +44.9% | +17.0% |
| YTD | +6.9% | +25.9% | -19.0% | -15.2% |
| 1Y | +23.0% | +19.6% | +3.4% | -0.9% |
| 3Y | +216.1% | +287.0% | -70.9% | +45.4% |
| 5Y | +112.2% | +466.6% | -354.4% | -20.5% |
| 10Y | +208.8% | +626.9% | -418.2% | -10.9% |
| All | +208.8% | +569.1% | -360.3% | -10.9% |
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