+702.4%
FLEX vs CAPR
-99.1%
+801.5%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +4.5% |
| 7D | -19.3% | +41.1% | -60.4% | -19.8% |
| 30D | -41.5% | +11.1% | -52.6% | -41.7% |
| 3M | -43.1% | +115.3% | -158.4% | -44.0% |
| 6M | -48.2% | -73.8% | +25.6% | -47.7% |
| YTD | +15.5% | -68.8% | +84.3% | +16.1% |
| 1Y | +10.2% | +43.3% | -33.1% | +4.4% |
| 3Y | +256.8% | +214.7% | +42.1% | +226.6% |
| 5Y | +408.2% | +141.3% | +266.9% | +362.9% |
| 10Y | +580.8% | -67.0% | +647.9% | +496.7% |
| All | +702.4% | -99.1% | +801.5% | +593.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling