+1,033.9%
FLEX vs BR
+190.5%
+843.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | +0.1% | -6.0% | +6.1% | +2.7% |
| 30D | -11.8% | -0.9% | -10.9% | -11.9% |
| 3M | -22.6% | +16.4% | -38.9% | -29.3% |
| 6M | +77.3% | -8.2% | +85.5% | +80.9% |
| YTD | +78.8% | -23.2% | +102.0% | +99.2% |
| 1Y | +86.1% | -30.9% | +117.0% | +119.8% |
| 3Y | +446.2% | -5.0% | +451.2% | +417.7% |
| 5Y | +689.7% | +8.8% | +680.9% | +570.1% |
| All | +1,033.9% | +190.5% | +843.4% | +480.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling