+400.9%
FLEX vs BG
+1,131.5%
-730.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | -0.9% | +2.8% | -3.7% | -2.1% |
| 30D | -10.1% | +12.0% | -22.2% | -14.5% |
| 3M | -31.3% | -7.7% | -23.6% | -29.6% |
| 6M | +71.3% | +4.5% | +66.8% | +65.4% |
| YTD | +81.2% | +35.7% | +45.6% | +56.9% |
| 1Y | +98.5% | +50.1% | +48.4% | +63.4% |
| 3Y | +428.2% | +12.6% | +415.6% | +377.2% |
| 5Y | +657.3% | +75.4% | +581.8% | +447.9% |
| 10Y | +995.9% | +150.5% | +845.5% | +543.6% |
| All | +400.9% | +1,131.5% | -730.5% | +95.1% |
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 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