+565.2%
FLEX vs AR
+44.3%
+520.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.7% |
| 7D | -19.3% | -14.3% | -5.1% | -17.1% |
| 30D | -41.5% | +1.4% | -43.0% | -41.7% |
| 3M | -43.1% | +3.4% | -46.5% | -43.6% |
| 6M | -48.2% | -2.1% | -46.1% | -48.5% |
| YTD | +15.5% | +4.7% | +10.8% | +12.4% |
| 1Y | +10.2% | +10.6% | -0.4% | +6.1% |
| 3Y | +256.8% | +24.6% | +232.2% | +233.8% |
| 5Y | +408.2% | +71.9% | +336.3% | +338.8% |
| All | +565.2% | +44.3% | +520.8% | +435.2% |
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