+337.3%
FLEX vs AS
+120.4%
+217.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.2% |
| 7D | -0.9% | -4.9% | +4.0% | +0.9% |
| 30D | -10.1% | -19.6% | +9.5% | -3.1% |
| 3M | -31.3% | -14.4% | -17.0% | -28.3% |
| 6M | +71.3% | -20.1% | +91.4% | +83.7% |
| YTD | +81.2% | -20.9% | +102.2% | +94.2% |
| 1Y | +98.5% | -21.9% | +120.4% | +112.7% |
| All | +337.3% | +120.4% | +217.0% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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