+626.9%
FLEX vs ALB
+34.3%
+592.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.6% | -1.3% |
| 7D | -13.6% | +5.3% | -18.9% | -15.5% |
| 30D | -36.5% | -6.3% | -30.2% | -35.4% |
| 3M | -36.4% | -27.4% | -9.0% | -30.0% |
| 6M | -46.5% | -53.1% | +6.6% | -32.1% |
| YTD | +25.9% | -32.3% | +58.3% | +38.8% |
| 1Y | +19.6% | -7.3% | +26.9% | +18.0% |
| 3Y | +287.0% | -14.9% | +301.9% | +249.3% |
| 5Y | +466.6% | -62.0% | +528.6% | +555.9% |
| 10Y | +626.9% | +33.0% | +593.9% | +358.3% |
| All | +626.9% | +34.3% | +592.6% | +358.3% |
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