+452.1%
FLEX vs BAH
+7.6%
+444.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.8% |
| 7D | +2.2% | -1.6% | +3.8% | +2.3% |
| 30D | -32.6% | +18.0% | -50.7% | -33.2% |
| 3M | -35.5% | +11.4% | -46.9% | -35.8% |
| 6M | -45.6% | +17.7% | -63.3% | -46.0% |
| YTD | +30.7% | +5.4% | +25.3% | +30.6% |
| 1Y | +28.4% | +2.8% | +25.6% | +29.0% |
| 3Y | +301.7% | -26.7% | +328.3% | +314.1% |
| All | +452.1% | +7.6% | +444.5% | +422.9% |
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