+25.0%
FLEX vs ALL
+42.7%
-17.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.9% | -15.2% | -9.3% |
| 7D | -17.0% | +7.5% | -24.5% | -10.1% |
| 30D | -33.8% | +19.7% | -53.6% | -20.1% |
| 3M | -39.0% | +2.9% | -41.9% | -35.6% |
| 6M | -15.9% | +23.5% | -39.4% | +8.2% |
| YTD | +27.8% | +31.1% | -3.3% | +73.3% |
| 1Y | +25.0% | +40.5% | -15.5% | +78.0% |
| All | +25.0% | +42.7% | -17.7% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling