+663.2%
FLEX vs A
-12.8%
+676.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -0.9% | -1.9% | +1.0% | 0.0% |
| 30D | -10.1% | +6.9% | -17.1% | -13.2% |
| 3M | -31.3% | +9.2% | -40.6% | -34.5% |
| 6M | +71.3% | +25.7% | +45.6% | +50.5% |
| YTD | +81.2% | +11.5% | +69.7% | +68.9% |
| 1Y | +98.5% | +18.4% | +80.1% | +77.8% |
| 3Y | +428.2% | +26.6% | +401.6% | +342.5% |
| All | +663.2% | -12.8% | +676.0% | +599.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling