+1,115.5%
FLEX vs BLK
+283.5%
+832.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +5.9% |
| 7D | +5.7% | -3.3% | +9.0% | +8.5% |
| 30D | -7.0% | -6.5% | -0.5% | -2.3% |
| 3M | -23.8% | +6.7% | -30.6% | -28.7% |
| 6M | +82.6% | +14.7% | +67.9% | +61.8% |
| YTD | +91.6% | +2.5% | +89.1% | +84.1% |
| 1Y | +100.6% | -2.8% | +103.3% | +100.7% |
| 3Y | +479.8% | +65.9% | +413.9% | +276.8% |
| 5Y | +746.5% | +33.0% | +713.5% | +541.7% |
| All | +1,115.5% | +283.5% | +832.0% | +345.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling