-13.5%
F vs FLEX
+499.5%
-513.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.3% |
| 7D | -2.1% | +2.2% | -4.4% | -3.3% |
| 30D | +3.3% | -32.6% | +36.0% | +13.6% |
| 3M | -11.3% | -35.5% | +24.2% | -2.0% |
| 6M | +5.3% | -45.6% | +50.9% | +20.5% |
| YTD | -2.2% | +30.7% | -32.9% | -23.0% |
| 1Y | -3.5% | +28.4% | -31.9% | -23.9% |
| 3Y | +49.5% | +301.7% | -252.1% | -42.0% |
| 5Y | -13.5% | +473.3% | -486.8% | -75.8% |
| All | -13.5% | +499.5% | -513.0% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling