+440.9%
FLEX vs BNY
+286.9%
+154.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.9% |
| 30D | -11.8% | +1.4% | -13.2% | -12.8% |
| 3M | -22.6% | +16.8% | -39.4% | -31.9% |
| 6M | +77.3% | +42.0% | +35.3% | +33.2% |
| YTD | +78.8% | +41.9% | +36.8% | +33.4% |
| 1Y | +86.1% | +59.2% | +26.9% | +26.8% |
| All | +440.9% | +286.9% | +154.0% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling