+663.2%
FLEX vs COMP
-31.2%
+694.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -10.1% | -13.3% | +3.2% | -8.1% |
| 3M | -31.3% | +41.1% | -72.5% | -35.8% |
| 6M | +71.3% | +17.2% | +54.1% | +64.1% |
| YTD | +81.2% | +5.2% | +76.0% | +75.6% |
| 1Y | +98.5% | +18.9% | +79.6% | +88.0% |
| 3Y | +428.2% | +215.9% | +212.3% | +317.8% |
| All | +663.2% | -31.2% | +694.4% | +594.1% |
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 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