+241.2%
FLEX vs COMP
+309.8%
-68.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.2% | -5.4% | -11.8% |
| 7D | -28.3% | -1.8% | -26.5% | -28.1% |
| 30D | -45.0% | -0.8% | -44.3% | -45.2% |
| 3M | -45.2% | -28.1% | -17.1% | -41.6% |
| 6M | -30.8% | +27.0% | -57.8% | -35.4% |
| YTD | +10.4% | -12.8% | +23.2% | +7.8% |
| 1Y | +2.3% | +4.9% | -2.6% | -2.8% |
| All | +241.2% | +309.8% | -68.5% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling