+57.1%
DIA vs FLEX
+479.5%
-422.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.0% | -9.9% | +0.4% |
| 7D | +0.8% | -7.2% | +7.9% | +1.4% |
| 30D | +1.4% | -34.8% | +36.2% | +7.4% |
| 3M | -2.7% | -35.6% | +32.9% | +2.9% |
| 6M | +6.2% | -45.0% | +51.2% | +13.9% |
| YTD | +10.1% | +29.4% | -19.3% | -2.7% |
| 1Y | +13.0% | +24.8% | -11.8% | +0.3% |
| 3Y | +61.9% | +304.4% | -242.5% | +2.2% |
| 5Y | +57.1% | +484.1% | -427.0% | -15.1% |
| All | +57.1% | +479.5% | -422.4% | -15.1% |
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 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