+626.9%
FLEX vs BP
+124.7%
+502.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | -13.6% | -6.3% | -7.3% | -10.7% |
| 30D | -36.5% | -3.6% | -32.9% | -35.6% |
| 3M | -36.4% | +5.2% | -41.7% | -38.5% |
| 6M | -46.5% | +5.3% | -51.8% | -49.0% |
| YTD | +25.9% | +33.1% | -7.2% | +4.1% |
| 1Y | +19.6% | +26.3% | -6.7% | +1.4% |
| 3Y | +287.0% | +47.5% | +239.5% | +197.3% |
| 5Y | +466.6% | +106.2% | +360.4% | +244.6% |
| 10Y | +626.9% | +127.0% | +500.0% | +352.9% |
| All | +626.9% | +124.7% | +502.2% | +352.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling