+614.8%
FLEX vs BBY
+288.1%
+326.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.7% | -4.3% |
| 7D | +7.5% | +4.5% | +3.0% | +5.8% |
| 30D | -25.3% | +16.8% | -42.1% | -30.3% |
| 3M | -39.7% | +23.2% | -62.9% | -45.4% |
| 6M | -47.9% | +91.9% | -139.8% | -61.5% |
| YTD | +24.1% | +61.6% | -37.5% | -2.9% |
| 1Y | +26.0% | +43.9% | -17.9% | +3.5% |
| 3Y | +282.7% | +88.6% | +194.0% | +167.3% |
| 5Y | +424.2% | -3.1% | +427.3% | +371.8% |
| All | +614.8% | +288.1% | +326.6% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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