+640.4%
FLEX vs BBWI
-41.3%
+681.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.2% | +11.5% |
| 7D | -7.2% | -6.2% | -1.0% | -5.5% |
| 30D | -34.8% | +25.5% | -60.3% | -39.3% |
| 3M | -35.6% | +8.0% | -43.6% | -38.0% |
| 6M | -45.0% | +12.7% | -57.7% | -48.3% |
| YTD | +29.4% | +11.6% | +17.7% | +20.2% |
| 1Y | +24.8% | -0.9% | +25.7% | +18.6% |
| 3Y | +304.4% | -22.7% | +327.1% | +296.4% |
| 5Y | +484.1% | -67.2% | +551.2% | +597.7% |
| 10Y | +640.4% | -43.7% | +684.1% | +430.9% |
| All | +640.4% | -41.3% | +681.7% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling