+416.7%
FLEX vs BBWI
-67.9%
+484.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.8% | +5.4% |
| 7D | -19.3% | -6.2% | -13.1% | -18.0% |
| 30D | -41.5% | +19.9% | -61.5% | -44.9% |
| 3M | -43.1% | +7.1% | -50.3% | -45.1% |
| 6M | -48.2% | +13.7% | -61.9% | -51.4% |
| YTD | +15.5% | +9.6% | +5.9% | +7.9% |
| 1Y | +10.2% | -1.6% | +11.9% | +5.2% |
| 3Y | +256.8% | -25.9% | +282.7% | +254.7% |
| All | +416.7% | -67.9% | +484.6% | +558.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling