+46.0%
F vs FLEX
+431.9%
-385.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +5.3% | -0.9% | +6.2% | +5.5% |
| 30D | +4.6% | -10.1% | +14.7% | +6.5% |
| 3M | -3.7% | -31.3% | +27.7% | +2.9% |
| 6M | +16.8% | +71.3% | -54.5% | -0.8% |
| YTD | +15.3% | +81.2% | -66.0% | -4.1% |
| 1Y | +31.0% | +98.5% | -67.5% | +5.3% |
| All | +46.0% | +431.9% | -385.9% | -16.5% |
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