+442.4%
FLEX vs BIL
+14.1%
+428.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +2.1% |
| 7D | -0.9% | +0.1% | -1.0% | +0.7% |
| 30D | -10.1% | +0.3% | -10.5% | -4.6% |
| 3M | -31.3% | +0.9% | -32.3% | -19.3% |
| 6M | +71.3% | +1.8% | +69.4% | +113.5% |
| YTD | +81.2% | +2.4% | +78.8% | +127.9% |
| 1Y | +98.5% | +3.7% | +94.8% | +156.9% |
| All | +442.4% | +14.1% | +428.3% | +396.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling