+899.3%
FLEX vs BB
+307.3%
+592.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.1% | +3.3% |
| 7D | -19.3% | +3.8% | -23.1% | -20.3% |
| 30D | -41.5% | -0.3% | -41.2% | -41.6% |
| 3M | -43.1% | -0.5% | -42.7% | -43.4% |
| 6M | -48.2% | +45.9% | -94.1% | -54.3% |
| YTD | +15.5% | +130.6% | -115.1% | -10.8% |
| 1Y | +10.2% | +89.2% | -79.0% | -10.4% |
| 3Y | +256.8% | +137.5% | +119.3% | +152.7% |
| 5Y | +408.2% | -20.9% | +429.1% | +361.3% |
| 10Y | +580.8% | +25.4% | +555.4% | +290.6% |
| All | +899.3% | +307.3% | +592.0% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling