+389.3%
FLEX vs CORZ
+225.9%
+163.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.6% |
| 7D | +6.4% | +7.6% | -1.3% | +4.4% |
| 30D | -5.9% | -6.9% | +1.1% | -4.3% |
| 3M | -23.5% | -33.0% | +9.6% | -16.4% |
| 6M | +83.7% | +19.3% | +64.4% | +79.4% |
| YTD | +86.5% | +24.2% | +62.3% | +80.5% |
| 1Y | +100.5% | +24.5% | +76.0% | +93.6% |
| All | +389.3% | +225.9% | +163.3% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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