+640.4%
FLEX vs ALL
+367.3%
+273.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.2% |
| 7D | -7.2% | -3.9% | -3.3% | -6.1% |
| 30D | -34.8% | +10.6% | -45.4% | -37.6% |
| 3M | -35.6% | -4.6% | -31.0% | -35.3% |
| 6M | -45.0% | +20.2% | -65.2% | -50.7% |
| YTD | +29.4% | +23.7% | +5.7% | +12.9% |
| 1Y | +24.8% | +27.9% | -3.1% | +6.8% |
| 3Y | +304.4% | +109.2% | +195.3% | +149.8% |
| 5Y | +484.1% | +148.0% | +336.1% | +207.2% |
| 10Y | +640.4% | +363.8% | +276.6% | +220.1% |
| All | +640.4% | +367.3% | +273.1% | +220.1% |
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