+1,027.6%
FIX vs FLEX
+421.8%
+605.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +1.0% |
| 7D | +9.4% | +7.5% | +2.0% | +4.9% |
| 30D | -27.8% | -25.3% | -2.5% | -14.5% |
| 3M | -35.6% | -39.7% | +4.1% | -14.1% |
| 6M | -45.2% | -47.9% | +2.6% | -21.3% |
| YTD | +19.5% | +24.1% | -4.6% | -4.4% |
| 1Y | +24.2% | +26.0% | -1.7% | -2.0% |
| 3Y | +494.2% | +282.7% | +211.5% | +153.4% |
| All | +1,027.6% | +421.8% | +605.8% | +286.9% |
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