+7,917.6%
FLEX vs BN
+18,665.1%
-10,747.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -0.9% | -2.5% | +1.6% | +0.6% |
| 30D | -10.1% | -9.5% | -0.7% | -4.8% |
| 3M | -31.3% | -10.4% | -21.0% | -27.0% |
| 6M | +71.3% | -6.4% | +77.6% | +77.5% |
| YTD | +81.2% | -11.9% | +93.1% | +93.0% |
| 1Y | +98.5% | -8.6% | +107.1% | +106.9% |
| 3Y | +428.2% | +77.6% | +350.7% | +268.0% |
| 5Y | +657.3% | +37.0% | +620.2% | +503.8% |
| 10Y | +995.9% | +266.4% | +729.5% | +399.7% |
| All | +7,917.6% | +18,665.1% | -10,747.5% | +693.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling