+7,917.6%
FLEX vs BAX
+762.8%
+7,154.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | -0.9% | -1.1% | +0.3% | -0.5% |
| 30D | -10.1% | -5.5% | -4.7% | -8.7% |
| 3M | -31.3% | +33.5% | -64.9% | -38.3% |
| 6M | +71.3% | +35.9% | +35.4% | +52.7% |
| YTD | +81.2% | +35.4% | +45.9% | +60.1% |
| 1Y | +98.5% | +9.8% | +88.7% | +86.1% |
| 3Y | +428.2% | -32.7% | +461.0% | +463.4% |
| 5Y | +657.3% | -65.6% | +722.8% | +894.5% |
| 10Y | +995.9% | -34.9% | +1,030.8% | +1,050.0% |
| All | +7,917.6% | +762.8% | +7,154.8% | +3,259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling