+442.4%
FLEX vs COMP
+215.9%
+226.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -10.1% | -13.3% | +3.2% | -7.5% |
| 3M | -31.3% | +41.1% | -72.5% | -37.2% |
| 6M | +71.3% | +17.2% | +54.1% | +60.0% |
| YTD | +81.2% | +5.2% | +76.0% | +71.2% |
| 1Y | +98.5% | +18.9% | +79.6% | +83.3% |
| All | +442.4% | +215.9% | +226.5% | +332.5% |
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