+5,619.5%
FLEX vs DE
+8,493.2%
-2,873.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.1% |
| 7D | +17.1% | +2.3% | +14.7% | +15.8% |
| 30D | -29.5% | +4.4% | -34.0% | -31.2% |
| 3M | -37.3% | +9.8% | -47.1% | -41.0% |
| 6M | -44.1% | +15.8% | -59.9% | -48.8% |
| YTD | +29.3% | +47.0% | -17.7% | +3.0% |
| 1Y | +24.2% | +42.8% | -18.6% | +0.1% |
| 3Y | +297.3% | +88.9% | +208.4% | +169.5% |
| 5Y | +446.2% | +101.9% | +344.3% | +245.2% |
| 10Y | +643.7% | +767.5% | -123.8% | +113.5% |
| All | +5,619.5% | +8,493.2% | -2,873.8% | +547.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling