+28.4%
FLEX vs ALL
+30.4%
-2.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +4.2% |
| 7D | +2.2% | -2.6% | +4.8% | -0.2% |
| 30D | -32.6% | +12.7% | -45.4% | -23.3% |
| 3M | -35.5% | +0.4% | -35.9% | -33.5% |
| 6M | -45.6% | +23.8% | -69.4% | -30.6% |
| YTD | +30.7% | +27.8% | +2.9% | +71.7% |
| 1Y | +28.4% | +28.9% | -0.5% | +70.9% |
| All | +28.4% | +30.4% | -2.1% | +70.9% |
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