+781.6%
FLEX vs BTDR
+23.3%
+758.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | +6.4% | +14.8% | -8.5% | +4.8% |
| 30D | -5.9% | +41.8% | -47.7% | -9.5% |
| 3M | -23.5% | -29.2% | +5.7% | -21.7% |
| 6M | +83.7% | +66.2% | +17.6% | +75.1% |
| YTD | +86.5% | +10.0% | +76.5% | +82.0% |
| 1Y | +100.5% | -11.0% | +111.5% | +96.8% |
| 3Y | +469.8% | +6.9% | +462.9% | +438.1% |
| 5Y | +725.7% | +24.7% | +701.0% | +726.1% |
| All | +781.6% | +23.3% | +758.3% | +774.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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