+12,471.5%
FIX vs FLEX
+4,481.5%
+7,990.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | -7.2% | -10.1% | +2.9% | -4.5% |
| 3M | -15.9% | -31.3% | +15.5% | -6.6% |
| 6M | +12.7% | +71.3% | -58.5% | -3.5% |
| YTD | +72.8% | +81.2% | -8.5% | +45.9% |
| 1Y | +122.9% | +98.5% | +24.4% | +84.1% |
| 3Y | +774.3% | +428.2% | +346.1% | +472.5% |
| 5Y | +2,049.5% | +657.3% | +1,392.2% | +1,182.0% |
| 10Y | +5,821.5% | +995.9% | +4,825.5% | +2,933.3% |
| All | +12,471.5% | +4,481.5% | +7,990.0% | +3,207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling