+1,033.9%
FLEX vs BG
+171.4%
+862.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | +0.1% | +3.7% | -3.6% | -1.4% |
| 30D | -11.8% | +12.3% | -24.1% | -16.2% |
| 3M | -22.6% | -2.2% | -20.4% | -22.4% |
| 6M | +77.3% | +5.3% | +72.0% | +70.7% |
| YTD | +78.8% | +42.4% | +36.4% | +50.3% |
| 1Y | +86.1% | +55.2% | +30.9% | +49.3% |
| 3Y | +446.2% | +21.0% | +425.3% | +377.6% |
| 5Y | +689.7% | +87.1% | +602.6% | +425.4% |
| All | +1,033.9% | +171.4% | +862.5% | +455.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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