+626.9%
FLEX vs CAPR
-68.2%
+695.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.9% | +7.3% | -2.4% |
| 7D | -13.6% | +7.6% | -21.3% | -13.8% |
| 30D | -36.5% | +13.3% | -49.8% | -36.7% |
| 3M | -36.4% | +130.4% | -166.8% | -38.1% |
| 6M | -46.5% | -70.8% | +24.3% | -45.8% |
| YTD | +25.9% | -69.3% | +95.2% | +27.1% |
| 1Y | +19.6% | +59.5% | -40.0% | +9.6% |
| 3Y | +287.0% | +216.8% | +70.2% | +231.1% |
| 5Y | +466.6% | +152.7% | +313.9% | +378.8% |
| 10Y | +626.9% | -68.2% | +695.1% | +474.3% |
| All | +626.9% | -68.2% | +695.1% | +474.3% |
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