+1,211.6%
FLEX vs BR
+1,321.0%
-109.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +3.5% |
| 7D | -0.9% | -5.3% | +4.4% | +2.2% |
| 30D | -10.1% | +6.4% | -16.6% | -14.0% |
| 3M | -31.3% | +13.6% | -45.0% | -37.9% |
| 6M | +71.3% | -6.7% | +78.0% | +71.1% |
| YTD | +81.2% | -21.1% | +102.3% | +98.8% |
| 1Y | +98.5% | -29.6% | +128.1% | +133.0% |
| 3Y | +428.2% | -2.4% | +430.6% | +388.0% |
| 5Y | +657.3% | +11.2% | +646.0% | +526.0% |
| 10Y | +995.9% | +191.8% | +804.1% | +354.0% |
| All | +1,211.6% | +1,321.0% | -109.4% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling