+25.5%
FLEX vs A
+18.9%
+6.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.0% |
| 7D | +2.2% | -0.1% | +2.4% | +2.5% |
| 30D | -32.6% | +3.3% | -35.9% | -32.8% |
| 3M | -35.5% | +18.5% | -54.0% | -37.4% |
| 6M | -45.6% | +59.3% | -104.9% | -50.8% |
| YTD | +30.7% | +31.0% | -0.3% | +23.8% |
| All | +25.5% | +18.9% | +6.6% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling