+7,917.6%
FLEX vs BP
+1,044.3%
+6,873.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | -0.9% | +3.9% | -4.8% | -2.9% |
| 30D | -10.1% | +7.6% | -17.8% | -13.6% |
| 3M | -31.3% | +0.7% | -32.0% | -32.5% |
| 6M | +71.3% | +15.5% | +55.8% | +53.9% |
| YTD | +81.2% | +30.8% | +50.4% | +52.3% |
| 1Y | +98.5% | +34.3% | +64.2% | +63.9% |
| 3Y | +428.2% | +35.1% | +393.2% | +327.1% |
| 5Y | +657.3% | +126.8% | +530.4% | +350.4% |
| 10Y | +995.9% | +123.4% | +872.6% | +523.1% |
| All | +7,917.6% | +1,044.3% | +6,873.3% | +1,968.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling