+1,033.9%
FLEX vs DTE
+141.0%
+893.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.5% |
| 7D | +0.1% | -2.0% | +2.1% | +1.2% |
| 30D | -11.8% | -2.4% | -9.4% | -10.6% |
| 3M | -22.6% | -7.3% | -15.3% | -19.9% |
| 6M | +77.3% | -7.6% | +85.0% | +82.9% |
| YTD | +78.8% | +5.8% | +73.0% | +70.8% |
| 1Y | +86.1% | +2.3% | +83.7% | +80.8% |
| 3Y | +446.2% | +45.0% | +401.2% | +317.1% |
| 5Y | +689.7% | +33.2% | +656.5% | +521.9% |
| All | +1,033.9% | +141.0% | +893.0% | +559.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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