+565.2%
FLEX vs BIL
+25.2%
+540.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +4.7% |
| 7D | -19.3% | -0.3% | -19.1% | -20.0% |
| 30D | -41.5% | 0.0% | -41.5% | -41.3% |
| 3M | -43.1% | +0.3% | -43.4% | -42.0% |
| 6M | -48.2% | +1.2% | -49.5% | -45.3% |
| YTD | +15.5% | +2.5% | +13.0% | +24.6% |
| 1Y | +10.2% | +3.0% | +7.2% | +20.2% |
| 3Y | +256.8% | +13.2% | +243.6% | +364.4% |
| 5Y | +408.2% | +19.4% | +388.7% | +783.6% |
| All | +565.2% | +25.2% | +540.0% | +1,454.2% |
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