+3.7%
F vs FLEX
+23.4%
-19.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -12.3% | +15.3% | +4.2% |
| 7D | +6.0% | -17.0% | +23.0% | +8.0% |
| 30D | +4.3% | -33.8% | +38.1% | +8.9% |
| 3M | -10.1% | -39.0% | +29.0% | -5.3% |
| 6M | +12.8% | -15.9% | +28.7% | +11.8% |
| YTD | -0.1% | +27.8% | -27.9% | -9.3% |
| 1Y | +3.7% | +25.0% | -21.3% | -5.9% |
| All | +3.7% | +23.4% | -19.8% | -5.9% |
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