+424.8%
FLEX vs ALL
+161.6%
+263.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | +7.5% | +5.0% | +2.4% | +7.5% |
| 30D | -25.3% | +13.3% | -38.6% | -25.4% |
| 3M | -39.7% | +3.2% | -42.9% | -39.6% |
| 6M | -47.9% | +25.3% | -73.2% | -49.1% |
| YTD | +24.1% | +30.5% | -6.4% | +19.7% |
| 1Y | +26.0% | +29.2% | -3.2% | +21.7% |
| 3Y | +282.7% | +119.1% | +163.6% | +206.6% |
| All | +424.8% | +161.6% | +263.2% | +272.2% |
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