+614.8%
FLEX vs ACWI
+224.5%
+390.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.6% |
| 7D | +7.5% | +2.4% | +5.0% | +3.7% |
| 30D | -25.3% | -1.7% | -23.6% | -22.3% |
| 3M | -39.7% | -3.9% | -35.8% | -34.5% |
| 6M | -47.9% | +0.8% | -48.6% | -46.8% |
| YTD | +24.1% | +11.0% | +13.1% | +11.0% |
| 1Y | +26.0% | +13.1% | +12.9% | +9.9% |
| 3Y | +282.7% | +73.9% | +208.8% | +81.3% |
| 5Y | +424.2% | +59.0% | +365.2% | +187.6% |
| All | +614.8% | +224.5% | +390.3% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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