+1,115.5%
FLEX vs DGX
+255.3%
+860.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.6% |
| 7D | +5.7% | -0.9% | +6.6% | +6.1% |
| 30D | -7.0% | -1.2% | -5.9% | -6.7% |
| 3M | -23.8% | +15.8% | -39.6% | -28.3% |
| 6M | +82.6% | +18.2% | +64.5% | +69.5% |
| YTD | +91.6% | +37.2% | +54.4% | +65.9% |
| 1Y | +100.6% | +30.4% | +70.2% | +76.9% |
| 3Y | +479.8% | +96.7% | +383.1% | +306.8% |
| 5Y | +746.5% | +67.2% | +679.3% | +531.1% |
| All | +1,115.5% | +255.3% | +860.2% | +517.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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