+282.7%
FLEX vs BB
+147.9%
+134.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.3% |
| 7D | +7.5% | +1.8% | +5.6% | +7.0% |
| 30D | -25.3% | +8.1% | -33.4% | -27.0% |
| 3M | -39.7% | -1.0% | -38.7% | -39.8% |
| 6M | -47.9% | +45.9% | -93.8% | -53.2% |
| YTD | +24.1% | +134.8% | -110.7% | -0.9% |
| 1Y | +26.0% | +104.6% | -78.6% | +3.5% |
| 3Y | +282.7% | +152.8% | +129.8% | +186.2% |
| All | +282.7% | +147.9% | +134.8% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling