+1,005.1%
FLEX vs CAPR
-75.3%
+1,080.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | -0.9% | -2.0% | +1.1% | -0.9% |
| 30D | -10.1% | +139.2% | -149.3% | -12.4% |
| 3M | -31.3% | -66.4% | +35.0% | -30.6% |
| 6M | +71.3% | -63.1% | +134.4% | +72.5% |
| YTD | +81.2% | -67.4% | +148.7% | +83.0% |
| 1Y | +98.5% | +58.2% | +40.2% | +82.0% |
| 3Y | +428.2% | +42.2% | +386.0% | +363.9% |
| 5Y | +657.3% | +87.3% | +570.0% | +546.1% |
| All | +1,005.1% | -75.3% | +1,080.4% | +823.5% |
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