+6.5%
FIX vs FLEX
+6.1%
+0.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.6% | +0.9% | +3.0% |
| 7D | -17.5% | -19.3% | +1.9% | -6.9% |
| 30D | -41.6% | -41.5% | 0.0% | -23.3% |
| 3M | -40.6% | -43.1% | +2.5% | -21.0% |
| 6M | -49.4% | -48.2% | -1.2% | -29.5% |
| YTD | +9.2% | +15.5% | -6.3% | -9.7% |
| 1Y | +6.5% | +10.2% | -3.8% | -8.8% |
| All | +6.5% | +6.1% | +0.4% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling