+442.4%
FLEX vs BB
+38.2%
+404.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -5.6% | +4.7% | +0.7% |
| 30D | -10.1% | -11.8% | +1.6% | -7.0% |
| 3M | -31.3% | -25.5% | -5.8% | -25.9% |
| 6M | +71.3% | +121.3% | -50.0% | +43.0% |
| YTD | +81.2% | +103.2% | -21.9% | +53.8% |
| 1Y | +98.5% | +102.6% | -4.1% | +67.9% |
| All | +442.4% | +38.2% | +404.2% | +350.0% |
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