+626.9%
FLEX vs ALL
+372.0%
+255.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.5% | -3.6% |
| 7D | -13.6% | -0.1% | -13.5% | -13.8% |
| 30D | -36.5% | +13.8% | -50.3% | -39.9% |
| 3M | -36.4% | -2.8% | -33.7% | -36.5% |
| 6M | -46.5% | +23.7% | -70.1% | -52.5% |
| YTD | +25.9% | +27.3% | -1.3% | +8.8% |
| 1Y | +19.6% | +30.5% | -11.0% | +1.7% |
| 3Y | +287.0% | +113.0% | +174.0% | +138.0% |
| 5Y | +466.6% | +157.6% | +309.0% | +192.8% |
| 10Y | +626.9% | +368.4% | +258.6% | +205.1% |
| All | +626.9% | +372.0% | +255.0% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling