+243.0%
FLEX vs BG
+954.5%
-711.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.7% |
| 7D | +7.5% | +2.6% | +4.9% | +6.4% |
| 30D | -25.3% | -6.7% | -18.6% | -23.4% |
| 3M | -39.7% | -9.3% | -30.4% | -38.0% |
| 6M | -47.9% | -18.3% | -29.5% | -44.5% |
| YTD | +24.1% | +16.2% | +7.9% | +13.4% |
| 1Y | +26.0% | +7.6% | +18.4% | +18.5% |
| 3Y | +282.7% | +6.6% | +276.1% | +249.6% |
| 5Y | +424.2% | +22.2% | +402.0% | +338.9% |
| 10Y | +613.8% | +112.0% | +501.8% | +346.7% |
| All | +243.0% | +954.5% | -711.5% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling