+11.9%
COST vs FLEX
+23.4%
-11.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -12.3% | +15.0% | +1.6% |
| 7D | +6.6% | -17.0% | +23.6% | +5.1% |
| 30D | +13.5% | -33.8% | +47.3% | +10.2% |
| 3M | +10.6% | -39.0% | +49.6% | +6.8% |
| 6M | +3.6% | -15.9% | +19.5% | +1.7% |
| YTD | +22.1% | +27.8% | -5.8% | +21.1% |
| 1Y | +11.9% | +25.0% | -13.1% | +11.1% |
| All | +11.9% | +23.4% | -11.6% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling