+640.4%
FLEX vs A
+328.7%
+311.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.9% | +10.2% |
| 7D | -7.2% | +4.8% | -11.9% | -9.4% |
| 30D | -34.8% | +5.6% | -40.4% | -36.4% |
| 3M | -35.6% | +23.6% | -59.2% | -43.0% |
| 6M | -45.0% | +56.4% | -101.4% | -58.5% |
| YTD | +29.4% | +33.4% | -4.0% | +6.8% |
| 1Y | +24.8% | +23.7% | +1.1% | +7.9% |
| 3Y | +304.4% | +71.0% | +233.4% | +172.4% |
| 5Y | +484.1% | +16.8% | +467.2% | +393.4% |
| 10Y | +640.4% | +323.8% | +316.6% | +199.4% |
| All | +640.4% | +328.7% | +311.7% | +199.4% |
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