+464.3%
FLEX vs BLK
+64.8%
+399.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | +0.1% |
| 7D | +6.4% | -2.7% | +9.0% | +8.3% |
| 30D | -5.9% | -4.8% | -1.1% | -2.8% |
| 3M | -23.5% | +6.5% | -29.9% | -28.1% |
| 6M | +83.7% | +13.1% | +70.6% | +65.0% |
| YTD | +86.5% | +1.8% | +84.7% | +80.2% |
| 1Y | +100.5% | -1.0% | +101.5% | +97.5% |
| All | +464.3% | +64.8% | +399.4% | +307.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling