+3,800.0%
FIX vs FLEX
+659.4%
+3,140.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +12.0% | -2.6% | +3.8% |
| 7D | -7.2% | -7.2% | -0.1% | -3.4% |
| 30D | -35.1% | -34.8% | -0.3% | -21.2% |
| 3M | -34.3% | -35.6% | +1.3% | -19.8% |
| 6M | -42.9% | -45.0% | +2.1% | -25.4% |
| YTD | +19.5% | +29.4% | -9.9% | +3.1% |
| 1Y | +16.8% | +24.8% | -8.0% | +2.4% |
| 3Y | +506.7% | +304.4% | +202.3% | +239.1% |
| 5Y | +1,046.7% | +484.1% | +562.6% | +453.8% |
| 10Y | +3,800.0% | +640.4% | +3,159.6% | +1,325.5% |
| All | +3,800.0% | +659.4% | +3,140.6% | +1,325.5% |
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