+651.7%
FLEX vs DE
+790.2%
-138.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.4% |
| 7D | +2.2% | +2.3% | 0.0% | +1.3% |
| 30D | -32.6% | +9.3% | -42.0% | -36.2% |
| 3M | -35.5% | +12.2% | -47.7% | -40.6% |
| 6M | -45.6% | +18.1% | -63.6% | -51.3% |
| YTD | +30.7% | +49.8% | -19.1% | -0.1% |
| 1Y | +28.4% | +46.4% | -18.0% | -0.9% |
| 3Y | +301.7% | +92.5% | +209.1% | +153.2% |
| 5Y | +473.3% | +107.4% | +365.9% | +224.6% |
| 10Y | +651.7% | +784.1% | -132.3% | +91.2% |
| All | +651.7% | +790.2% | -138.5% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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