+19.6%
FLEX vs COMP
+16.2%
+3.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.4% | +4.8% | +0.3% |
| 7D | -13.6% | +7.2% | -20.8% | -16.0% |
| 30D | -36.5% | +6.4% | -42.9% | -38.6% |
| 3M | -36.4% | -19.4% | -17.0% | -31.4% |
| 6M | -46.5% | +14.6% | -61.0% | -52.9% |
| YTD | +25.9% | -5.5% | +31.4% | +7.9% |
| 1Y | +19.6% | +13.7% | +5.9% | +1.8% |
| All | +19.6% | +16.2% | +3.4% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling