+565.2%
FLEX vs ALB
+33.3%
+531.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.3% |
| 7D | -19.3% | +9.1% | -28.4% | -22.0% |
| 30D | -41.5% | -3.4% | -38.1% | -41.1% |
| 3M | -43.1% | -20.6% | -22.5% | -39.2% |
| 6M | -48.2% | -48.2% | 0.0% | -36.4% |
| YTD | +15.5% | -29.2% | +44.7% | +25.4% |
| 1Y | +10.2% | +10.0% | +0.2% | +2.5% |
| 3Y | +256.8% | -12.9% | +269.7% | +219.9% |
| 5Y | +408.2% | -61.3% | +469.5% | +485.2% |
| All | +565.2% | +33.3% | +531.8% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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