+74.3%
F vs FLEX
+569.1%
-494.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | +0.1% |
| 7D | +1.0% | -13.6% | +14.6% | +4.5% |
| 30D | +2.1% | -36.5% | +38.6% | +15.2% |
| 3M | -10.3% | -36.4% | +26.2% | +0.3% |
| 6M | +3.3% | -46.5% | +49.7% | +19.5% |
| YTD | -2.0% | +25.9% | -27.9% | -19.9% |
| 1Y | -2.3% | +19.6% | -21.8% | -19.0% |
| 3Y | +49.9% | +287.0% | -237.1% | -26.1% |
| 5Y | -12.5% | +466.6% | -479.1% | -63.4% |
| 10Y | +74.3% | +626.9% | -552.7% | -42.3% |
| All | +74.3% | +569.1% | -494.9% | -42.3% |
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 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