+43.3%
DIS vs FLEX
+254.3%
-211.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.9% |
| 7D | +5.2% | -19.3% | +24.6% | +7.3% |
| 30D | +11.5% | -41.5% | +53.0% | +17.8% |
| 3M | +11.5% | -43.1% | +54.6% | +17.9% |
| 6M | +8.9% | -48.2% | +57.1% | +14.6% |
| YTD | +3.4% | +15.5% | -12.1% | -9.8% |
| 1Y | +7.2% | +10.2% | -3.0% | -5.7% |
| 3Y | +43.3% | +256.8% | -213.5% | -8.3% |
| All | +43.3% | +254.3% | -211.0% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling