+730.0%
FLEX vs BR
+8.0%
+722.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.3% |
| 7D | +5.7% | -3.0% | +8.7% | +6.4% |
| 30D | -7.0% | -0.3% | -6.7% | -7.2% |
| 3M | -23.8% | +17.3% | -41.1% | -27.6% |
| 6M | +82.6% | -6.7% | +89.3% | +87.6% |
| YTD | +91.6% | -23.4% | +115.1% | +113.6% |
| 1Y | +100.6% | -32.7% | +133.2% | +138.5% |
| 3Y | +479.8% | -5.9% | +485.7% | +459.4% |
| All | +730.0% | +8.0% | +722.0% | +575.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling