+2,105.4%
FIX vs FLEX
+657.3%
+1,448.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.1% |
| 7D | +6.0% | -0.9% | +6.9% | +6.5% |
| 30D | -7.2% | -10.1% | +2.9% | -1.5% |
| 3M | -15.9% | -31.3% | +15.5% | +3.2% |
| 6M | +12.7% | +71.3% | -58.5% | -23.5% |
| YTD | +72.8% | +81.2% | -8.5% | +13.0% |
| 1Y | +122.9% | +98.5% | +24.4% | +37.4% |
| 3Y | +774.3% | +428.2% | +346.1% | +221.3% |
| All | +2,105.4% | +657.3% | +1,448.2% | +544.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling