+663.2%
FLEX vs BAH
-3.4%
+666.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.7% |
| 30D | -10.1% | +2.0% | -12.2% | -10.4% |
| 3M | -31.3% | -7.6% | -23.7% | -30.3% |
| 6M | +71.3% | -5.7% | +76.9% | +72.3% |
| YTD | +81.2% | -11.7% | +93.0% | +83.0% |
| 1Y | +98.5% | -27.4% | +125.9% | +107.6% |
| 3Y | +428.2% | -32.5% | +460.8% | +436.7% |
| All | +663.2% | -3.4% | +666.7% | +609.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling