-5.6%
COST vs FLEX
+101.0%
-106.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.2% | -6.9% | +0.8% |
| 7D | -1.2% | +5.7% | -6.9% | -0.8% |
| 30D | -4.7% | -7.0% | +2.3% | -5.1% |
| 3M | -7.1% | -23.8% | +16.7% | -8.3% |
| 6M | -8.5% | +82.6% | -91.2% | -7.3% |
| YTD | +5.4% | +91.6% | -86.2% | +7.1% |
| 1Y | -5.6% | +100.6% | -106.2% | -4.3% |
| All | -5.6% | +101.0% | -106.7% | -4.3% |
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