+1,060.6%
FLEX vs BB
+3.3%
+1,057.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.9% |
| 7D | +7.0% | +0.5% | +6.5% | +6.9% |
| 30D | -5.8% | -12.4% | +6.6% | -3.1% |
| 3M | -24.2% | -15.3% | -8.9% | -21.5% |
| 6M | +90.8% | +128.8% | -38.0% | +60.3% |
| YTD | +89.2% | +107.7% | -18.5% | +61.8% |
| 1Y | +104.7% | +103.9% | +0.8% | +74.9% |
| 3Y | +478.1% | +72.6% | +405.5% | +386.5% |
| 5Y | +726.2% | -24.3% | +750.4% | +677.5% |
| 10Y | +1,060.6% | +3.1% | +1,057.4% | +652.5% |
| All | +1,060.6% | +3.3% | +1,057.3% | +652.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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