+424.8%
FLEX vs BLK
+42.2%
+382.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.4% |
| 7D | +7.5% | +3.7% | +3.7% | +4.8% |
| 30D | -25.3% | +13.9% | -39.2% | -32.0% |
| 3M | -39.7% | +3.9% | -43.6% | -41.5% |
| 6M | -47.9% | +13.0% | -60.8% | -52.9% |
| YTD | +24.1% | +16.1% | +8.0% | +9.3% |
| 1Y | +26.0% | +16.8% | +9.2% | +10.4% |
| 3Y | +282.7% | +97.7% | +185.0% | +129.0% |
| All | +424.8% | +42.2% | +382.6% | +283.1% |
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 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