+442.4%
FLEX vs ACWI
+76.1%
+366.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | -0.9% | +0.5% | -1.4% | -1.9% |
| 30D | -10.1% | +0.9% | -11.0% | -11.6% |
| 3M | -31.3% | +2.4% | -33.7% | -33.7% |
| 6M | +71.3% | +12.4% | +58.9% | +42.0% |
| YTD | +81.2% | +15.2% | +66.1% | +44.4% |
| 1Y | +98.5% | +22.7% | +75.8% | +43.0% |
| All | +442.4% | +76.1% | +366.3% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling