+303.1%
FLEX vs BBY
+91.3%
+211.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.5% |
| 7D | +2.2% | +3.7% | -1.5% | +1.5% |
| 30D | -32.6% | +20.9% | -53.5% | -36.1% |
| 3M | -35.5% | +27.6% | -63.1% | -40.2% |
| 6M | -45.6% | +86.9% | -132.4% | -56.4% |
| YTD | +30.7% | +63.3% | -32.6% | +8.7% |
| 1Y | +28.4% | +42.6% | -14.2% | +12.8% |
| All | +303.1% | +91.3% | +211.7% | +203.1% |
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