+640.4%
FLEX vs BP
+132.1%
+508.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.0% |
| 7D | -7.2% | -6.9% | -0.3% | -3.8% |
| 30D | -34.8% | -3.6% | -31.2% | -33.8% |
| 3M | -35.6% | +8.4% | -44.0% | -38.5% |
| 6M | -45.0% | +5.3% | -50.4% | -47.6% |
| YTD | +29.4% | +33.2% | -3.8% | +6.9% |
| 1Y | +24.8% | +28.2% | -3.4% | +5.0% |
| 3Y | +304.4% | +49.2% | +255.2% | +208.8% |
| 5Y | +484.1% | +102.9% | +381.2% | +258.6% |
| 10Y | +640.4% | +127.7% | +512.7% | +362.2% |
| All | +640.4% | +132.1% | +508.3% | +362.2% |
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