+473.3%
FLEX vs ALL
+158.6%
+314.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.8% |
| 7D | +2.2% | -2.6% | +4.8% | +2.2% |
| 30D | -32.6% | +12.7% | -45.4% | -32.8% |
| 3M | -35.5% | +0.4% | -35.9% | -35.4% |
| 6M | -45.6% | +23.8% | -69.4% | -46.9% |
| YTD | +30.7% | +27.8% | +2.9% | +26.0% |
| 1Y | +28.4% | +28.9% | -0.5% | +23.4% |
| 3Y | +301.7% | +113.9% | +187.8% | +222.2% |
| 5Y | +473.3% | +157.4% | +315.9% | +311.2% |
| All | +473.3% | +158.6% | +314.7% | +311.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling