+36.6%
DIS vs FLEX
+659.4%
-622.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.0% | -10.0% | -0.7% |
| 7D | +5.3% | -7.2% | +12.5% | +6.3% |
| 30D | +10.2% | -34.8% | +45.0% | +20.1% |
| 3M | +13.5% | -35.6% | +49.1% | +23.1% |
| 6M | +11.1% | -45.0% | +56.1% | +22.3% |
| YTD | +5.5% | +29.4% | -23.9% | -12.3% |
| 1Y | +9.1% | +24.8% | -15.7% | -8.7% |
| 3Y | +36.0% | +304.4% | -268.4% | -24.9% |
| 5Y | -29.8% | +484.1% | -513.9% | -66.3% |
| 10Y | +36.6% | +640.4% | -603.8% | -47.0% |
| All | +36.6% | +659.4% | -622.8% | -47.0% |
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