+651.7%
FLEX vs BN
+281.2%
+370.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.3% |
| 7D | +2.2% | -2.4% | +4.7% | +4.5% |
| 30D | -32.6% | +13.5% | -46.2% | -38.9% |
| 3M | -35.5% | -5.9% | -29.5% | -33.2% |
| 6M | -45.6% | -8.9% | -36.6% | -42.6% |
| YTD | +30.7% | -7.9% | +38.6% | +35.1% |
| 1Y | +28.4% | -8.3% | +36.7% | +33.3% |
| 3Y | +301.7% | +100.8% | +200.9% | +135.1% |
| 5Y | +473.3% | +38.2% | +435.1% | +327.7% |
| 10Y | +651.7% | +302.3% | +349.4% | +192.1% |
| All | +651.7% | +281.2% | +370.5% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling