+262.2%
F vs FLEX
+4,545.3%
-4,283.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.6% | +12.5% | +1.9% |
| 7D | +1.4% | -28.3% | +29.7% | +8.4% |
| 30D | +2.0% | -45.0% | +47.1% | +14.9% |
| 3M | -10.4% | -45.2% | +34.9% | +0.5% |
| 6M | +9.7% | -30.8% | +40.5% | +13.4% |
| YTD | -1.2% | +10.4% | -11.6% | -9.1% |
| 1Y | 0.0% | +2.3% | -2.2% | -6.6% |
| 3Y | +41.1% | +238.9% | -197.8% | -2.2% |
| 5Y | -11.4% | +386.0% | -397.4% | -43.4% |
| 10Y | +85.0% | +551.1% | -466.1% | +4.5% |
| All | +262.2% | +4,545.3% | -4,283.1% | +27.9% |
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