+663.2%
FLEX vs BAX
-65.4%
+728.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | -0.9% | -1.1% | +0.3% | -0.6% |
| 30D | -10.1% | -5.5% | -4.7% | -9.2% |
| 3M | -31.3% | +33.5% | -64.9% | -36.4% |
| 6M | +71.3% | +35.9% | +35.4% | +57.1% |
| YTD | +81.2% | +35.4% | +45.9% | +65.1% |
| 1Y | +98.5% | +9.8% | +88.7% | +89.6% |
| 3Y | +428.2% | -32.7% | +461.0% | +458.2% |
| All | +663.2% | -65.4% | +728.6% | +901.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling