+446.2%
FLEX vs AR
+101.6%
+344.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | +17.1% | +6.4% | +10.7% | +15.5% |
| 30D | -29.5% | +3.1% | -32.7% | -30.0% |
| 3M | -37.3% | +3.3% | -40.5% | -37.9% |
| 6M | -44.1% | +6.6% | -50.6% | -45.5% |
| YTD | +29.3% | +12.3% | +17.0% | +22.2% |
| 1Y | +24.2% | +12.3% | +11.8% | +17.3% |
| 3Y | +297.3% | +50.4% | +246.9% | +246.4% |
| 5Y | +446.2% | +101.0% | +345.2% | +341.6% |
| All | +446.2% | +101.6% | +344.6% | +341.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling