+98.5%
FLEX vs BP
+34.1%
+64.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.6% |
| 7D | -0.9% | +3.9% | -4.8% | +0.2% |
| 30D | -10.1% | +7.6% | -17.8% | -8.2% |
| 3M | -31.3% | +0.7% | -32.0% | -30.4% |
| 6M | +71.3% | +15.5% | +55.8% | +62.5% |
| YTD | +81.2% | +30.8% | +50.4% | +65.3% |
| 1Y | +98.5% | +34.3% | +64.2% | +79.1% |
| All | +98.5% | +34.1% | +64.4% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling