+3,604.4%
FIX vs FLEX
+637.8%
+2,966.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | +17.0% | +17.1% | -0.1% | +8.9% |
| 30D | -30.6% | -29.5% | -1.0% | -18.5% |
| 3M | -35.0% | -37.3% | +2.2% | -19.7% |
| 6M | -44.0% | -44.1% | +0.1% | -27.3% |
| YTD | +21.1% | +29.3% | -8.1% | +4.6% |
| 1Y | +16.3% | +24.2% | -7.9% | +2.2% |
| 3Y | +507.4% | +297.3% | +210.1% | +241.6% |
| 5Y | +1,052.1% | +446.2% | +605.9% | +468.5% |
| All | +3,604.4% | +637.8% | +2,966.6% | +1,218.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling