+446.2%
FLEX vs BP
+112.5%
+333.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +17.1% | +2.5% | +14.6% | +16.3% |
| 30D | -29.5% | -5.6% | -24.0% | -28.5% |
| 3M | -37.3% | +8.0% | -45.3% | -38.9% |
| 6M | -44.1% | +5.7% | -49.7% | -45.5% |
| YTD | +29.3% | +36.8% | -7.5% | +11.0% |
| 1Y | +24.2% | +30.7% | -6.6% | +8.6% |
| 3Y | +297.3% | +51.6% | +245.7% | +222.4% |
| 5Y | +446.2% | +112.2% | +334.0% | +265.4% |
| All | +446.2% | +112.5% | +333.7% | +265.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling