+259.6%
F vs FLEX
+4,757.3%
-4,497.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.7% |
| 7D | +1.6% | -19.3% | +20.9% | +5.8% |
| 30D | +2.6% | -41.5% | +44.2% | +14.0% |
| 3M | -8.8% | -43.1% | +34.3% | +1.4% |
| 6M | +4.6% | -48.2% | +52.8% | +17.1% |
| YTD | -1.9% | +15.5% | -17.4% | -10.7% |
| 1Y | -0.8% | +10.2% | -11.0% | -8.9% |
| 3Y | +43.5% | +256.8% | -213.3% | -1.8% |
| 5Y | -12.1% | +408.2% | -420.2% | -44.4% |
| 10Y | +83.6% | +580.8% | -497.2% | +2.7% |
| All | +259.6% | +4,757.3% | -4,497.7% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling