+98.5%
FLEX vs BTG
+38.4%
+60.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -10.1% | +36.8% | -47.0% | -19.0% |
| 3M | -31.3% | +23.1% | -54.4% | -36.1% |
| 6M | +71.3% | +3.5% | +67.8% | +64.3% |
| YTD | +81.2% | +25.5% | +55.8% | +63.5% |
| 1Y | +98.5% | +40.1% | +58.4% | +71.0% |
| All | +98.5% | +38.4% | +60.1% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling