+112.4%
C vs FLEX
+467.1%
-354.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +4.7% | +17.1% | -12.3% | +0.1% |
| 30D | +0.2% | -29.5% | +29.7% | +8.8% |
| 3M | -9.3% | -37.3% | +27.9% | +1.2% |
| 6M | -0.8% | -44.1% | +43.2% | +12.3% |
| YTD | +8.5% | +29.3% | -20.8% | -12.6% |
| 1Y | +23.1% | +24.2% | -1.1% | +0.2% |
| 3Y | +220.8% | +297.3% | -76.6% | +55.0% |
| 5Y | +112.4% | +446.2% | -333.8% | -15.5% |
| All | +112.4% | +467.1% | -354.7% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling