+1,049.0%
FIX vs FLEX
+472.7%
+576.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.9% |
| 7D | -13.9% | -13.6% | -0.3% | -5.8% |
| 30D | -35.5% | -36.5% | +1.0% | -16.5% |
| 3M | -33.9% | -36.4% | +2.5% | -14.6% |
| 6M | -43.3% | -46.5% | +3.2% | -19.8% |
| YTD | +18.7% | +25.9% | -7.3% | -5.8% |
| 1Y | +13.8% | +19.6% | -5.8% | -7.0% |
| 3Y | +495.0% | +287.0% | +207.9% | +152.7% |
| 5Y | +1,049.0% | +466.6% | +582.4% | +284.1% |
| All | +1,049.0% | +472.7% | +576.3% | +284.1% |
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