+472.4%
FLEX vs BBY
+40.5%
+432.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.7% |
| 7D | +7.0% | +8.1% | -1.1% | +4.5% |
| 30D | -5.8% | +8.9% | -14.7% | -8.6% |
| 3M | -24.2% | +22.0% | -46.3% | -29.6% |
| 6M | +90.8% | +37.8% | +53.0% | +68.0% |
| YTD | +89.2% | +37.3% | +51.9% | +65.4% |
| 1Y | +104.7% | +21.6% | +83.2% | +87.8% |
| All | +472.4% | +40.5% | +432.0% | +381.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling