+651.7%
FLEX vs ALB
+35.3%
+616.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.4% |
| 7D | +2.2% | +1.1% | +1.2% | +1.7% |
| 30D | -32.6% | -2.6% | -30.1% | -32.3% |
| 3M | -35.5% | -25.6% | -9.9% | -29.5% |
| 6M | -45.6% | -54.0% | +8.5% | -30.4% |
| YTD | +30.7% | -31.6% | +62.3% | +43.5% |
| 1Y | +28.4% | -6.6% | +34.9% | +26.3% |
| 3Y | +301.7% | -14.0% | +315.7% | +261.3% |
| 5Y | +473.3% | -62.5% | +535.8% | +567.9% |
| 10Y | +651.7% | +36.3% | +615.4% | +371.2% |
| All | +651.7% | +35.3% | +616.4% | +371.2% |
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