+565.2%
FLEX vs D
+42.6%
+522.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.8% |
| 7D | -19.3% | +3.0% | -22.3% | -19.9% |
| 30D | -41.5% | +11.5% | -53.0% | -43.1% |
| 3M | -43.1% | +3.7% | -46.8% | -43.7% |
| 6M | -48.2% | +13.5% | -61.8% | -50.1% |
| YTD | +15.5% | +20.7% | -5.2% | +9.2% |
| 1Y | +10.2% | +18.2% | -8.0% | +4.7% |
| 3Y | +256.8% | +73.3% | +183.5% | +197.0% |
| 5Y | +408.2% | +12.3% | +395.9% | +380.4% |
| All | +565.2% | +42.6% | +522.6% | +519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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