+486.7%
FLEX vs BTDR
-44.0%
+530.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.6% | +4.6% | -2.9% |
| 7D | +7.5% | -6.9% | +14.4% | +8.3% |
| 30D | -25.3% | -31.5% | +6.3% | -21.8% |
| 3M | -39.7% | -36.1% | -3.6% | -36.6% |
| 6M | -47.9% | -57.6% | +9.8% | -43.4% |
| YTD | +24.1% | -50.0% | +74.1% | +32.3% |
| 1Y | +26.0% | -49.6% | +75.5% | +33.9% |
| 3Y | +282.7% | +48.5% | +234.1% | +297.8% |
| 5Y | +424.2% | -43.8% | +468.1% | +470.9% |
| All | +486.7% | -44.0% | +530.7% | +535.4% |
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 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