+560.9%
FLEX vs A
+315.9%
+245.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.8% | +3.5% |
| 7D | -19.3% | -0.1% | -19.2% | -19.1% |
| 30D | -41.5% | +3.4% | -44.9% | -42.3% |
| 3M | -43.1% | +23.8% | -66.9% | -49.8% |
| 6M | -48.2% | +49.0% | -97.2% | -59.9% |
| YTD | +15.5% | +29.4% | -13.9% | -3.1% |
| 1Y | +10.2% | +19.4% | -9.2% | -2.8% |
| 3Y | +256.8% | +66.2% | +190.6% | +143.8% |
| 5Y | +408.2% | +15.8% | +392.4% | +329.4% |
| All | +560.9% | +315.9% | +245.1% | +171.7% |
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