+386.0%
FLEX vs COMP
-28.0%
+414.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.2% | -5.4% | -12.2% |
| 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% | -42.5% |
| 6M | -30.8% | +27.0% | -57.8% | -34.2% |
| YTD | +10.4% | -12.8% | +23.2% | +9.9% |
| 1Y | +2.3% | +4.9% | -2.6% | -1.0% |
| 3Y | +238.9% | +321.0% | -82.1% | +159.2% |
| 5Y | +386.0% | -25.6% | +411.6% | +350.4% |
| All | +386.0% | -28.0% | +414.0% | +350.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling