+7,917.6%
FLEX vs DE
+8,658.9%
-741.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -0.9% | +10.0% | -10.9% | -6.1% |
| 30D | -10.1% | +13.3% | -23.5% | -16.6% |
| 3M | -31.3% | +17.5% | -48.8% | -37.3% |
| 6M | +71.3% | +13.6% | +57.7% | +59.4% |
| YTD | +81.2% | +49.8% | +31.5% | +43.7% |
| 1Y | +98.5% | +47.9% | +50.6% | +57.7% |
| 3Y | +428.2% | +72.5% | +355.7% | +277.5% |
| 5Y | +657.3% | +90.2% | +567.0% | +395.1% |
| 10Y | +995.9% | +865.4% | +130.6% | +199.0% |
| All | +7,917.6% | +8,658.9% | -741.3% | +803.5% |
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