+640.4%
FLEX vs COO
+40.7%
+599.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.5% | +9.5% | +10.9% |
| 7D | -7.2% | +4.3% | -11.5% | -9.1% |
| 30D | -34.8% | +17.6% | -52.3% | -39.9% |
| 3M | -35.6% | -13.9% | -21.7% | -32.3% |
| 6M | -45.0% | +6.6% | -51.6% | -48.8% |
| YTD | +29.4% | -22.0% | +51.4% | +40.8% |
| 1Y | +24.8% | -8.8% | +33.6% | +24.6% |
| 3Y | +304.4% | -21.5% | +325.9% | +311.6% |
| 5Y | +484.1% | -41.0% | +525.1% | +591.0% |
| 10Y | +640.4% | +40.9% | +599.5% | +468.4% |
| All | +640.4% | +40.7% | +599.7% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling