+5,623.1%
FLEX vs BBWI
+972.2%
+4,650.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.2% | +11.3% |
| 7D | -7.2% | -6.2% | -1.0% | -5.0% |
| 30D | -34.8% | +25.5% | -60.3% | -40.9% |
| 3M | -35.6% | +8.0% | -43.6% | -39.0% |
| 6M | -45.0% | +12.7% | -57.7% | -49.6% |
| YTD | +29.4% | +11.6% | +17.7% | +16.5% |
| 1Y | +24.8% | -0.9% | +25.7% | +15.5% |
| 3Y | +304.4% | -22.7% | +327.1% | +285.9% |
| 5Y | +484.1% | -67.2% | +551.2% | +628.8% |
| 10Y | +640.4% | -43.7% | +684.1% | +458.1% |
| All | +5,623.1% | +972.2% | +4,650.9% | +903.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling