+624.3%
FLEX vs AR
+56.5%
+567.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.3% | +4.7% | +8.3% |
| 7D | -13.6% | -5.8% | -7.9% | -12.6% |
| 30D | -36.5% | +4.8% | -41.3% | -37.0% |
| 3M | -36.4% | +1.5% | -37.9% | -36.7% |
| 6M | -46.5% | +4.7% | -51.2% | -47.3% |
| YTD | +25.9% | +9.2% | +16.7% | +21.7% |
| 1Y | +19.6% | +11.2% | +8.4% | +15.1% |
| 3Y | +287.0% | +46.2% | +240.8% | +253.0% |
| 5Y | +466.6% | +98.1% | +368.6% | +379.0% |
| All | +624.3% | +56.5% | +567.8% | +478.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling