+756.8%
FLEX vs BTDR
+23.8%
+733.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.1% |
| 7D | -0.9% | +20.0% | -20.9% | -2.8% |
| 30D | -10.1% | +11.9% | -22.1% | -11.7% |
| 3M | -31.3% | -36.9% | +5.6% | -29.1% |
| 6M | +71.3% | +56.5% | +14.8% | +63.9% |
| YTD | +81.2% | +10.4% | +70.8% | +76.8% |
| 1Y | +98.5% | +3.1% | +95.4% | +93.1% |
| 3Y | +428.2% | -2.6% | +430.8% | +398.1% |
| 5Y | +657.3% | +25.2% | +632.1% | +657.3% |
| All | +756.8% | +23.8% | +733.0% | +749.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling