+478.1%
FLEX vs BR
-4.7%
+482.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.8% | +4.1% |
| 7D | +7.0% | -5.9% | +12.9% | +6.3% |
| 30D | -5.8% | +1.9% | -7.7% | -5.6% |
| 3M | -24.2% | +14.7% | -38.9% | -22.9% |
| 6M | +90.8% | -12.8% | +103.6% | +101.9% |
| YTD | +89.2% | -23.0% | +112.2% | +108.2% |
| 1Y | +104.7% | -31.7% | +136.4% | +136.2% |
| 3Y | +478.1% | -4.8% | +482.9% | +504.5% |
| All | +478.1% | -4.7% | +482.8% | +504.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling