+689.7%
FLEX vs BLK
+29.1%
+660.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.5% |
| 7D | +0.1% | -5.2% | +5.3% | +3.9% |
| 30D | -11.8% | -7.0% | -4.7% | -7.3% |
| 3M | -22.6% | +5.7% | -28.2% | -26.6% |
| 6M | +77.3% | +11.0% | +66.3% | +62.4% |
| YTD | +78.8% | +0.9% | +77.9% | +74.4% |
| 1Y | +86.1% | -1.6% | +87.7% | +84.5% |
| 3Y | +446.2% | +64.5% | +381.8% | +274.9% |
| 5Y | +689.7% | +30.9% | +658.8% | +518.0% |
| All | +689.7% | +29.1% | +660.6% | +518.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling