+100.5%
FLEX vs BR
-31.7%
+132.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.6% |
| 7D | +6.4% | -5.0% | +11.4% | +3.1% |
| 30D | -5.9% | -2.5% | -3.4% | -6.8% |
| 3M | -23.5% | +13.5% | -36.9% | -14.1% |
| 6M | +83.7% | -9.4% | +93.1% | +85.2% |
| YTD | +86.5% | -23.3% | +109.8% | +72.8% |
| 1Y | +100.5% | -31.6% | +132.1% | +83.1% |
| All | +100.5% | -31.7% | +132.2% | +83.1% |
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