+626.9%
FLEX vs EW
+234.0%
+392.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -13.6% | +9.3% | -22.9% | -16.9% |
| 30D | -36.5% | +22.1% | -58.6% | -41.6% |
| 3M | -36.4% | +13.0% | -49.5% | -39.9% |
| 6M | -46.5% | +30.1% | -76.6% | -52.7% |
| YTD | +25.9% | +22.0% | +3.9% | +14.1% |
| 1Y | +19.6% | +23.7% | -4.1% | +7.6% |
| 3Y | +287.0% | +62.0% | +225.0% | +187.8% |
| 5Y | +466.6% | -12.4% | +479.0% | +454.8% |
| 10Y | +626.9% | +236.1% | +390.9% | +304.1% |
| All | +626.9% | +234.0% | +392.9% | +304.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling