+404.6%
FLEX vs COMP
-52.0%
+456.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.7% | -6.2% | +2.8% |
| 7D | -19.3% | +13.4% | -32.8% | -21.1% |
| 30D | -41.5% | +11.1% | -52.6% | -42.8% |
| 3M | -43.1% | -18.8% | -24.3% | -41.5% |
| 6M | -48.2% | +10.5% | -58.7% | -49.9% |
| YTD | +15.5% | -3.4% | +18.9% | +13.0% |
| 1Y | +10.2% | +19.7% | -9.5% | +4.5% |
| 3Y | +256.8% | +381.6% | -124.8% | +167.0% |
| 5Y | +408.2% | -17.6% | +425.8% | +348.1% |
| All | +404.6% | -52.0% | +456.5% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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