+1,468.4%
FLEX vs BB
+258.8%
+1,209.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.7% |
| 6M | +71.3% | +121.3% | -50.0% | +35.0% |
| YTD | +81.2% | +103.2% | -21.9% | +46.0% |
| 1Y | +98.5% | +102.6% | -4.1% | +58.7% |
| 3Y | +428.2% | +37.5% | +390.7% | +333.4% |
| 5Y | +657.3% | -30.4% | +687.7% | +611.8% |
| 10Y | +995.9% | 0.0% | +995.9% | +575.2% |
| All | +1,468.4% | +258.8% | +1,209.5% | +274.5% |
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