+25.0%
FLEX vs EW
+19.7%
+5.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.4% | -16.7% | -12.3% |
| 7D | -17.0% | +8.3% | -25.2% | -17.0% |
| 30D | -33.8% | +13.9% | -47.8% | -34.0% |
| 3M | -39.0% | +10.9% | -49.9% | -39.0% |
| 6M | -15.9% | +19.2% | -35.1% | -17.6% |
| YTD | +27.8% | +16.6% | +11.3% | +27.0% |
| 1Y | +25.0% | +18.1% | +6.9% | +22.8% |
| All | +25.0% | +19.7% | +5.3% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling