+7,843.3%
FIX vs FLEX
+2,819.1%
+5,024.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.6% | +0.9% | +4.2% |
| 7D | -17.5% | -19.3% | +1.9% | -12.0% |
| 30D | -41.6% | -41.5% | 0.0% | -32.1% |
| 3M | -40.6% | -43.1% | +2.5% | -30.4% |
| 6M | -49.4% | -48.2% | -1.2% | -39.0% |
| YTD | +9.2% | +15.5% | -6.3% | +4.7% |
| 1Y | +6.5% | +10.2% | -3.8% | +3.4% |
| 3Y | +448.7% | +256.8% | +191.9% | +303.3% |
| 5Y | +948.7% | +408.2% | +540.5% | +603.5% |
| 10Y | +3,659.7% | +580.8% | +3,078.9% | +2,099.6% |
| All | +7,843.3% | +2,819.1% | +5,024.2% | +2,273.2% |
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