+25.0%
FLEX vs BLK
+17.9%
+7.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.4% | -17.8% | -15.0% |
| 7D | -17.0% | +5.7% | -22.7% | -19.6% |
| 30D | -33.8% | +14.8% | -48.7% | -38.8% |
| 3M | -39.0% | +8.8% | -47.8% | -42.1% |
| 6M | -15.9% | +17.6% | -33.5% | -23.1% |
| YTD | +27.8% | +16.3% | +11.6% | +13.5% |
| 1Y | +25.0% | +18.0% | +7.0% | +9.2% |
| All | +25.0% | +17.9% | +7.1% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling