+640.4%
FLEX vs BIL
+25.6%
+614.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.1% |
| 7D | -7.2% | +0.1% | -7.2% | -7.0% |
| 30D | -34.8% | 0.0% | -34.7% | -34.6% |
| 3M | -35.6% | +0.6% | -36.2% | -33.5% |
| 6M | -45.0% | +1.5% | -46.5% | -41.2% |
| YTD | +29.4% | +2.8% | +26.6% | +41.4% |
| 1Y | +24.8% | +3.3% | +21.5% | +37.7% |
| 3Y | +304.4% | +13.4% | +291.0% | +428.8% |
| 5Y | +484.1% | +19.8% | +464.3% | +922.3% |
| 10Y | +640.4% | +25.6% | +614.8% | +1,634.2% |
| All | +640.4% | +25.6% | +614.8% | +1,634.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling