+442.4%
FLEX vs CAPR
+40.5%
+401.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.2% |
| 3M | -31.3% | -66.4% | +35.0% | -31.0% |
| 6M | +71.3% | -63.1% | +134.4% | +72.0% |
| YTD | +81.2% | -67.4% | +148.7% | +82.2% |
| 1Y | +98.5% | +58.2% | +40.2% | +92.5% |
| All | +442.4% | +40.5% | +401.9% | +405.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling