+640.4%
FLEX vs D
+42.1%
+598.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.5% | +12.1% |
| 7D | -7.2% | +0.8% | -7.9% | -7.4% |
| 30D | -34.8% | +10.7% | -45.5% | -36.4% |
| 3M | -35.6% | +2.3% | -37.9% | -36.1% |
| 6M | -45.0% | +12.5% | -57.5% | -46.9% |
| YTD | +29.4% | +20.1% | +9.3% | +22.5% |
| 1Y | +24.8% | +15.6% | +9.2% | +19.2% |
| 3Y | +304.4% | +75.2% | +229.2% | +235.0% |
| 5Y | +484.1% | +14.6% | +469.5% | +447.9% |
| 10Y | +640.4% | +43.8% | +596.7% | +582.3% |
| All | +640.4% | +42.1% | +598.3% | +582.3% |
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