+256.8%
FLEX vs BWA
+51.7%
+205.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +2.9% |
| 7D | -19.3% | -5.5% | -13.9% | -16.1% |
| 30D | -41.5% | -21.7% | -19.8% | -32.1% |
| 3M | -43.1% | -25.6% | -17.5% | -32.1% |
| 6M | -48.2% | -17.4% | -30.8% | -40.9% |
| YTD | +15.5% | +9.2% | +6.3% | +13.5% |
| 1Y | +10.2% | +9.7% | +0.5% | +7.9% |
| 3Y | +256.8% | +54.6% | +202.2% | +170.6% |
| All | +256.8% | +51.7% | +205.1% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling