+261.2%
FLEX vs BG
+940.3%
-679.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.4% |
| 7D | +2.2% | +3.4% | -1.1% | +0.9% |
| 30D | -32.6% | -3.8% | -28.9% | -31.9% |
| 3M | -35.5% | -9.6% | -25.9% | -33.6% |
| 6M | -45.6% | -19.5% | -26.0% | -41.7% |
| YTD | +30.7% | +14.6% | +16.1% | +20.1% |
| 1Y | +28.4% | +6.6% | +21.7% | +21.2% |
| 3Y | +301.7% | +4.7% | +297.0% | +269.8% |
| 5Y | +473.3% | +22.1% | +451.2% | +380.2% |
| 10Y | +651.7% | +109.2% | +542.6% | +373.3% |
| All | +261.2% | +940.3% | -679.1% | +49.4% |
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