+25.0%
FLEX vs BR
-14.2%
+39.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.0% | -15.3% | -10.0% |
| 7D | -17.0% | +7.0% | -23.9% | -12.3% |
| 30D | -33.8% | +19.0% | -52.8% | -24.3% |
| 3M | -39.0% | +13.1% | -52.1% | -32.0% |
| 6M | -15.9% | +24.6% | -40.5% | +4.0% |
| YTD | +27.8% | -13.6% | +41.4% | +29.9% |
| 1Y | +25.0% | -13.1% | +38.1% | +26.1% |
| All | +25.0% | -14.2% | +39.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling