+464.3%
FLEX vs BG
+19.0%
+445.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +6.4% | +0.5% | +5.8% | +6.2% |
| 30D | -5.9% | +10.3% | -16.2% | -7.4% |
| 3M | -23.5% | -1.9% | -21.6% | -23.3% |
| 6M | +83.7% | +5.2% | +78.5% | +80.5% |
| YTD | +86.5% | +41.2% | +45.3% | +72.2% |
| 1Y | +100.5% | +50.5% | +50.0% | +81.6% |
| All | +464.3% | +19.0% | +445.2% | +443.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling