+644.7%
FLEX vs BDX
+93.0%
+551.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | +17.1% | +1.0% | +16.1% | +16.8% |
| 30D | -29.5% | +15.1% | -44.7% | -32.7% |
| 3M | -37.3% | +18.2% | -55.5% | -40.7% |
| 6M | -44.1% | +48.1% | -92.2% | -51.4% |
| YTD | +29.3% | +44.1% | -14.8% | +12.7% |
| 1Y | +24.2% | +46.4% | -22.2% | +7.6% |
| 3Y | +297.3% | +24.4% | +273.0% | +257.8% |
| 5Y | +446.2% | +26.1% | +420.1% | +382.3% |
| All | +644.7% | +93.0% | +551.7% | +443.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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