+1,060.6%
FLEX vs A
+237.5%
+823.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.0% | +5.9% |
| 7D | +7.0% | -2.1% | +9.0% | +8.1% |
| 30D | -5.8% | +0.6% | -6.4% | -6.5% |
| 3M | -24.2% | +10.9% | -35.1% | -29.2% |
| 6M | +90.8% | +28.2% | +62.6% | +60.3% |
| YTD | +89.2% | +8.6% | +80.6% | +75.3% |
| 1Y | +104.7% | +15.5% | +89.2% | +80.7% |
| 3Y | +478.1% | +31.8% | +446.3% | +352.2% |
| 5Y | +726.2% | -14.9% | +741.1% | +745.8% |
| 10Y | +1,060.6% | +237.8% | +822.8% | +424.6% |
| All | +1,060.6% | +237.5% | +823.1% | +424.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling