+614.8%
FLEX vs ALL
+377.9%
+236.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | +7.5% | +5.0% | +2.4% | +5.6% |
| 30D | -25.3% | +13.3% | -38.6% | -29.1% |
| 3M | -39.7% | +3.2% | -42.9% | -41.0% |
| 6M | -47.9% | +25.3% | -73.2% | -53.9% |
| YTD | +24.1% | +30.5% | -6.4% | +6.3% |
| 1Y | +26.0% | +29.2% | -3.2% | +8.1% |
| 3Y | +282.7% | +119.1% | +163.6% | +132.8% |
| 5Y | +424.2% | +162.6% | +261.6% | +169.5% |
| All | +614.8% | +377.9% | +236.9% | +194.7% |
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