+663.2%
FLEX vs BB
-30.6%
+693.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -5.6% | +4.7% | +0.8% |
| 30D | -10.1% | -11.8% | +1.6% | -7.0% |
| 3M | -31.3% | -25.5% | -5.8% | -25.8% |
| 6M | +71.3% | +121.3% | -50.0% | +38.9% |
| YTD | +81.2% | +103.2% | -21.9% | +49.9% |
| 1Y | +98.5% | +102.6% | -4.1% | +63.2% |
| 3Y | +428.2% | +37.5% | +390.7% | +355.5% |
| All | +663.2% | -30.6% | +693.8% | +658.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling