+256.8%
FLEX vs ALL
+105.5%
+151.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.0% | +2.9% |
| 7D | -19.3% | -1.9% | -17.4% | -19.7% |
| 30D | -41.5% | +13.8% | -55.3% | -38.8% |
| 3M | -43.1% | -7.0% | -36.1% | -43.6% |
| 6M | -48.2% | +18.0% | -66.2% | -45.5% |
| YTD | +15.5% | +24.2% | -8.7% | +22.2% |
| 1Y | +10.2% | +31.2% | -21.0% | +16.5% |
| 3Y | +256.8% | +107.5% | +149.3% | +314.0% |
| All | +256.8% | +105.5% | +151.3% | +314.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling