+651.7%
FLEX vs AR
+58.9%
+592.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.2% | +3.5% |
| 7D | +2.2% | +2.1% | +0.2% | +2.0% |
| 30D | -32.6% | +4.5% | -37.2% | -33.1% |
| 3M | -35.5% | +1.0% | -36.5% | -35.7% |
| 6M | -45.6% | +4.4% | -50.0% | -46.4% |
| YTD | +30.7% | +10.9% | +19.8% | +26.0% |
| 1Y | +28.4% | +8.6% | +19.8% | +24.2% |
| 3Y | +301.7% | +48.5% | +253.2% | +265.4% |
| 5Y | +473.3% | +95.7% | +377.5% | +385.3% |
| 10Y | +651.7% | +55.5% | +596.3% | +499.2% |
| All | +651.7% | +58.9% | +592.8% | +499.2% |
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