+1,086.7%
FLEX vs DE
+852.3%
+234.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +6.4% | -3.0% | +9.4% | +8.3% |
| 30D | -5.9% | +11.1% | -17.0% | -12.4% |
| 3M | -23.5% | +17.6% | -41.1% | -31.0% |
| 6M | +83.7% | +13.6% | +70.1% | +69.3% |
| YTD | +86.5% | +46.3% | +40.2% | +45.3% |
| 1Y | +100.5% | +44.2% | +56.3% | +56.7% |
| 3Y | +469.8% | +76.6% | +393.3% | +280.6% |
| 5Y | +725.7% | +98.2% | +627.4% | +382.0% |
| 10Y | +1,086.7% | +863.5% | +223.2% | +197.8% |
| All | +1,086.7% | +852.3% | +234.4% | +197.8% |
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