+100.6%
FLEX vs BLK
-0.2%
+100.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.3% |
| 7D | +5.7% | -3.3% | +9.0% | +7.6% |
| 30D | -7.0% | -6.5% | -0.5% | -3.7% |
| 3M | -23.8% | +6.7% | -30.6% | -27.4% |
| 6M | +82.6% | +14.7% | +67.9% | +67.2% |
| YTD | +91.6% | +2.5% | +89.1% | +84.5% |
| 1Y | +100.6% | -2.8% | +103.3% | +99.9% |
| All | +100.6% | -0.2% | +100.8% | +99.9% |
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