+104.7%
FLEX vs BAX
+2.7%
+102.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.8% | +8.1% | +4.8% |
| 7D | +7.0% | -2.4% | +9.4% | +7.2% |
| 30D | -5.8% | -9.7% | +3.9% | -4.7% |
| 3M | -24.2% | +29.3% | -53.5% | -27.8% |
| 6M | +90.8% | +40.7% | +50.1% | +75.8% |
| YTD | +89.2% | +30.3% | +58.9% | +76.7% |
| 1Y | +104.7% | +3.4% | +101.3% | +97.9% |
| All | +104.7% | +2.7% | +102.0% | +97.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling