+1,060.6%
FLEX vs BAH
+182.5%
+878.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.6% |
| 7D | +7.0% | -4.3% | +11.3% | +8.0% |
| 30D | -5.8% | -4.5% | -1.3% | -5.0% |
| 3M | -24.2% | -7.6% | -16.6% | -23.2% |
| 6M | +90.8% | -10.6% | +101.4% | +93.5% |
| YTD | +89.2% | -12.6% | +101.8% | +90.5% |
| 1Y | +104.7% | -27.0% | +131.7% | +116.7% |
| 3Y | +478.1% | -31.5% | +509.6% | +491.1% |
| 5Y | +726.2% | -3.8% | +730.0% | +623.7% |
| 10Y | +1,060.6% | +183.9% | +876.7% | +660.0% |
| All | +1,060.6% | +182.5% | +878.0% | +660.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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