+902.2%
FLEX vs BLK
+13,445.8%
-12,543.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -0.9% | -3.6% | +2.7% | +1.3% |
| 30D | -10.1% | -1.0% | -9.2% | -9.8% |
| 3M | -31.3% | +10.4% | -41.7% | -35.9% |
| 6M | +71.3% | +8.2% | +63.1% | +62.1% |
| YTD | +81.2% | +6.0% | +75.2% | +72.9% |
| 1Y | +98.5% | +3.3% | +95.2% | +92.1% |
| 3Y | +428.2% | +70.3% | +358.0% | +281.9% |
| 5Y | +657.3% | +34.5% | +622.8% | +521.0% |
| 10Y | +995.9% | +281.9% | +714.0% | +405.4% |
| All | +902.2% | +13,445.8% | -12,543.6% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling