+737.6%
FLEX vs DE
+97.1%
+640.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.2% |
| 7D | +7.0% | +0.7% | +6.3% | +6.5% |
| 30D | -5.8% | +9.6% | -15.4% | -10.2% |
| 3M | -24.2% | +19.0% | -43.2% | -30.3% |
| 6M | +90.8% | +16.1% | +74.7% | +77.7% |
| YTD | +89.2% | +47.0% | +42.2% | +57.3% |
| 1Y | +104.7% | +43.1% | +61.6% | +71.6% |
| 3Y | +478.1% | +77.5% | +400.6% | +331.9% |
| All | +737.6% | +97.1% | +640.5% | +482.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling