+396.8%
FLEX vs BTSG
+421.3%
-24.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +3.3% |
| 7D | +7.0% | +5.7% | +1.2% | +4.8% |
| 30D | -5.8% | +0.2% | -6.0% | -6.1% |
| 3M | -24.2% | +5.6% | -29.9% | -26.7% |
| 6M | +90.8% | +50.8% | +40.0% | +62.7% |
| YTD | +89.2% | +67.0% | +22.1% | +56.2% |
| 1Y | +104.7% | +145.5% | -40.8% | +49.6% |
| All | +396.8% | +421.3% | -24.5% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BTSG 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling