+298.7%
FLEX vs BAH
-26.6%
+325.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +17.1% | -2.6% | +19.6% | +16.9% |
| 30D | -29.5% | +20.4% | -49.9% | -29.0% |
| 3M | -37.3% | +11.9% | -49.1% | -36.8% |
| 6M | -44.1% | +17.1% | -61.2% | -43.1% |
| YTD | +29.3% | +5.5% | +23.8% | +32.0% |
| 1Y | +24.2% | +5.6% | +18.5% | +27.0% |
| All | +298.7% | -26.6% | +325.3% | +320.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling