+416.7%
FLEX vs D
+12.5%
+404.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.6% |
| 7D | -19.3% | +3.0% | -22.3% | -19.4% |
| 30D | -41.5% | +11.5% | -53.0% | -42.0% |
| 3M | -43.1% | +3.7% | -46.8% | -43.2% |
| 6M | -48.2% | +13.5% | -61.8% | -48.9% |
| YTD | +15.5% | +20.7% | -5.2% | +12.5% |
| 1Y | +10.2% | +18.2% | -8.0% | +7.7% |
| 3Y | +256.8% | +73.3% | +183.5% | +212.5% |
| All | +416.7% | +12.5% | +404.2% | +404.2% |
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