+458.6%
FLEX vs COMP
-52.8%
+511.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.7% | -20.1% | -13.6% |
| 7D | -17.0% | +9.5% | -26.5% | -18.4% |
| 30D | -33.8% | +8.1% | -41.9% | -35.1% |
| 3M | -39.0% | -16.3% | -22.7% | -37.8% |
| 6M | -15.9% | +42.2% | -58.1% | -21.5% |
| YTD | +27.8% | -5.0% | +32.9% | +25.3% |
| 1Y | +25.0% | +20.1% | +4.9% | +18.4% |
| 3Y | +292.3% | +358.4% | -66.2% | +195.3% |
| 5Y | +472.6% | -21.9% | +494.5% | +408.3% |
| All | +458.6% | -52.8% | +511.3% | +416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling