+663.2%
FLEX vs ALL
+118.4%
+544.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -10.1% | -1.5% | -8.7% | -10.1% |
| 3M | -31.3% | +23.6% | -55.0% | -33.3% |
| 6M | +71.3% | +22.3% | +48.9% | +66.3% |
| YTD | +81.2% | +26.5% | +54.7% | +74.3% |
| 1Y | +98.5% | +27.0% | +71.5% | +90.2% |
| 3Y | +428.2% | +149.6% | +278.7% | +298.2% |
| All | +663.2% | +118.4% | +544.8% | +482.2% |
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