-6.1%
F vs FLEX
+20.5%
-26.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.5% |
| 7D | -3.1% | +7.5% | -10.6% | -3.9% |
| 30D | 0.0% | -25.3% | +25.3% | +2.7% |
| 3M | -13.2% | -39.7% | +26.5% | -8.8% |
| 6M | -10.2% | -47.9% | +37.7% | -3.9% |
| YTD | -4.9% | +24.1% | -29.0% | -13.8% |
| 1Y | -6.1% | +26.0% | -32.0% | -15.3% |
| All | -6.1% | +20.5% | -26.6% | -15.3% |
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 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