+464.3%
FLEX vs DTE
+47.2%
+417.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.4% |
| 7D | +6.4% | 0.0% | +6.3% | +6.4% |
| 30D | -5.9% | -0.5% | -5.3% | -5.8% |
| 3M | -23.5% | -6.0% | -17.4% | -23.7% |
| 6M | +83.7% | -7.2% | +90.9% | +83.3% |
| YTD | +86.5% | +7.2% | +79.3% | +84.2% |
| 1Y | +100.5% | +4.1% | +96.4% | +98.6% |
| All | +464.3% | +47.2% | +417.1% | +432.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling