+64.1%
DIA vs FLEX
+698.8%
-634.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.8% |
| 7D | +0.1% | +7.0% | -6.9% | -1.1% |
| 30D | -2.1% | -5.8% | +3.7% | -1.3% |
| 3M | +4.2% | -24.2% | +28.4% | +7.9% |
| 6M | +11.9% | +90.8% | -78.9% | -5.4% |
| YTD | +10.8% | +89.2% | -78.4% | -6.7% |
| 1Y | +17.5% | +104.7% | -87.2% | -3.6% |
| 3Y | +59.9% | +478.1% | -418.1% | -2.9% |
| 5Y | +64.1% | +726.2% | -662.1% | -14.3% |
| All | +64.1% | +698.8% | -634.6% | -14.3% |
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 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