+517.9%
FLEX vs BTDR
-29.7%
+547.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.7% | -5.9% | +2.6% |
| 7D | +2.2% | +7.7% | -5.4% | +1.4% |
| 30D | -32.6% | -24.1% | -8.6% | -30.4% |
| 3M | -35.5% | -19.1% | -16.4% | -34.0% |
| 6M | -45.6% | -46.6% | +1.1% | -42.5% |
| YTD | +30.7% | -37.3% | +68.0% | +35.6% |
| 1Y | +28.4% | -53.2% | +81.6% | +35.3% |
| 3Y | +301.7% | +77.1% | +224.6% | +306.2% |
| 5Y | +473.3% | -29.7% | +503.0% | +507.0% |
| All | +517.9% | -29.7% | +547.6% | +551.4% |
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