+644.7%
FLEX vs BB
+24.8%
+620.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.4% |
| 7D | +17.1% | +9.0% | +8.1% | +15.0% |
| 30D | -29.5% | +7.7% | -37.2% | -30.7% |
| 3M | -37.3% | +4.0% | -41.3% | -38.0% |
| 6M | -44.1% | +46.6% | -90.7% | -48.8% |
| YTD | +29.3% | +140.6% | -111.3% | +6.7% |
| 1Y | +24.2% | +103.1% | -79.0% | +5.7% |
| 3Y | +297.3% | +150.5% | +146.8% | +211.2% |
| 5Y | +446.2% | -15.4% | +461.6% | +401.3% |
| All | +644.7% | +24.8% | +620.0% | +369.1% |
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