+216.5%
C vs FLEX
+301.8%
-85.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.7% |
| 7D | -0.4% | +2.2% | -2.7% | -1.2% |
| 30D | -5.3% | -32.6% | +27.3% | +2.7% |
| 3M | -8.0% | -35.5% | +27.5% | +0.4% |
| 6M | -0.3% | -45.6% | +45.3% | +11.7% |
| YTD | +8.6% | +30.7% | -22.1% | -11.3% |
| 1Y | +25.8% | +28.4% | -2.5% | +2.8% |
| All | +216.5% | +301.8% | -85.3% | +69.4% |
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 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