+565.2%
FLEX vs ALL
+370.9%
+194.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.0% | +6.1% |
| 7D | -19.3% | -1.9% | -17.4% | -19.0% |
| 30D | -41.5% | +13.8% | -55.3% | -44.7% |
| 3M | -43.1% | -7.0% | -36.1% | -42.3% |
| 6M | -48.2% | +18.0% | -66.2% | -53.2% |
| YTD | +15.5% | +24.2% | -8.7% | +0.6% |
| 1Y | +10.2% | +31.2% | -21.0% | -6.8% |
| 3Y | +256.8% | +107.5% | +149.3% | +121.8% |
| 5Y | +408.2% | +144.8% | +263.4% | +170.3% |
| All | +565.2% | +370.9% | +194.3% | +188.7% |
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