+737.6%
FLEX vs BG
+85.5%
+652.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +3.3% |
| 7D | +7.0% | +2.4% | +4.6% | +6.3% |
| 30D | -5.8% | +15.0% | -20.8% | -9.3% |
| 3M | -24.2% | -0.7% | -23.6% | -24.3% |
| 6M | +90.8% | +7.5% | +83.3% | +85.2% |
| YTD | +89.2% | +41.6% | +47.6% | +69.2% |
| 1Y | +104.7% | +50.7% | +54.0% | +78.7% |
| 3Y | +478.1% | +20.3% | +457.8% | +435.1% |
| All | +737.6% | +85.5% | +652.1% | +505.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling