+663.2%
FLEX vs D
+4.5%
+658.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -10.1% | -3.6% | -6.6% | -9.9% |
| 3M | -31.3% | -1.0% | -30.4% | -31.4% |
| 6M | +71.3% | +6.3% | +65.0% | +69.6% |
| YTD | +81.2% | +14.7% | +66.5% | +77.3% |
| 1Y | +98.5% | +16.9% | +81.6% | +93.4% |
| 3Y | +428.2% | +56.8% | +371.4% | +373.2% |
| All | +663.2% | +4.5% | +658.7% | +635.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling