+178.7%
FLEX vs AS
+134.9%
+43.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.4% |
| 7D | -19.3% | +6.9% | -26.2% | -21.4% |
| 30D | -41.5% | +16.0% | -57.5% | -44.8% |
| 3M | -43.1% | -12.8% | -30.3% | -40.7% |
| 6M | -48.2% | -15.4% | -32.8% | -45.9% |
| YTD | +15.5% | -15.7% | +31.2% | +20.4% |
| 1Y | +10.2% | +6.1% | +4.1% | +6.1% |
| All | +178.7% | +134.9% | +43.8% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling