+565.2%
FLEX vs BAX
-36.8%
+602.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.0% | +4.4% |
| 7D | -19.3% | +12.1% | -31.4% | -22.1% |
| 30D | -41.5% | +7.6% | -49.1% | -43.0% |
| 3M | -43.1% | -4.5% | -38.6% | -42.7% |
| 6M | -48.2% | +52.0% | -100.2% | -55.6% |
| YTD | +15.5% | +35.1% | -19.7% | +1.5% |
| 1Y | +10.2% | +43.7% | -33.5% | -5.5% |
| 3Y | +256.8% | -20.9% | +277.8% | +261.6% |
| 5Y | +408.2% | -63.5% | +471.8% | +594.8% |
| All | +565.2% | -36.8% | +602.0% | +656.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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