+256.8%
FLEX vs BP
+42.8%
+214.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +4.6% |
| 7D | -19.3% | -11.6% | -7.7% | -17.7% |
| 30D | -41.5% | 0.0% | -41.6% | -41.6% |
| 3M | -43.1% | +6.7% | -49.9% | -44.0% |
| 6M | -48.2% | +2.2% | -50.4% | -48.6% |
| YTD | +15.5% | +33.0% | -17.5% | -0.9% |
| 1Y | +10.2% | +30.7% | -20.5% | -4.9% |
| 3Y | +256.8% | +44.2% | +212.6% | +192.1% |
| All | +256.8% | +42.8% | +214.0% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling