+640.4%
FLEX vs CAPR
-64.9%
+705.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +9.4% | +2.6% | +11.8% |
| 7D | -7.2% | +36.0% | -43.2% | -7.9% |
| 30D | -34.8% | +25.8% | -60.6% | -35.2% |
| 3M | -35.6% | +140.8% | -176.4% | -37.3% |
| 6M | -45.0% | -67.6% | +22.6% | -44.5% |
| YTD | +29.4% | -65.9% | +95.2% | +30.2% |
| 1Y | +24.8% | +66.1% | -41.3% | +14.4% |
| 3Y | +304.4% | +256.9% | +47.5% | +244.9% |
| 5Y | +484.1% | +172.1% | +312.0% | +392.7% |
| 10Y | +640.4% | -64.7% | +705.1% | +483.5% |
| All | +640.4% | -64.9% | +705.4% | +483.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling