+604.2%
COST vs FLEX
+1,045.7%
-441.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.4% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -4.4% | -11.8% | +7.3% | -3.3% |
| 3M | -8.1% | -22.6% | +14.5% | -6.3% |
| 6M | -9.2% | +77.3% | -86.6% | -19.4% |
| YTD | +5.1% | +78.8% | -73.7% | -7.2% |
| 1Y | -5.1% | +86.1% | -91.2% | -17.2% |
| 3Y | +70.4% | +446.2% | -375.9% | +20.0% |
| 5Y | +104.7% | +689.7% | -585.0% | +33.4% |
| All | +604.2% | +1,045.7% | -441.5% | +298.2% |
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