+282.7%
FLEX vs BAX
-18.0%
+300.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | +7.5% | +0.1% | +7.4% | +7.5% |
| 30D | -25.3% | +4.1% | -29.4% | -25.9% |
| 3M | -39.7% | -4.5% | -35.1% | -39.3% |
| 6M | -47.9% | +49.2% | -97.1% | -53.1% |
| YTD | +24.1% | +35.2% | -11.2% | +13.0% |
| 1Y | +26.0% | +38.3% | -12.3% | +13.8% |
| 3Y | +282.7% | -19.0% | +301.7% | +267.9% |
| All | +282.7% | -18.0% | +300.7% | +267.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling