+346.2%
FLEX vs A
+546.2%
-200.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.8% | +3.6% |
| 7D | -19.3% | -0.1% | -19.3% | -19.1% |
| 30D | -41.5% | +3.4% | -44.9% | -42.3% |
| 3M | -43.1% | +23.8% | -66.9% | -49.6% |
| 6M | -48.2% | +49.0% | -97.2% | -59.4% |
| YTD | +15.5% | +29.4% | -13.9% | -2.7% |
| 1Y | +10.2% | +19.4% | -9.2% | -2.9% |
| 3Y | +256.8% | +66.2% | +190.6% | +153.7% |
| 5Y | +408.2% | +15.8% | +392.4% | +333.9% |
| 10Y | +580.8% | +326.1% | +254.7% | +176.7% |
| All | +346.2% | +546.2% | -200.0% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling