+28.4%
FLEX vs EW
+25.3%
+3.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.7% |
| 7D | +2.2% | +6.5% | -4.2% | +2.2% |
| 30D | -32.6% | +22.5% | -55.1% | -33.0% |
| 3M | -35.5% | +13.0% | -48.5% | -35.2% |
| 6M | -45.6% | +37.1% | -82.7% | -48.6% |
| YTD | +30.7% | +24.1% | +6.6% | +30.3% |
| 1Y | +28.4% | +24.2% | +4.1% | +28.7% |
| All | +28.4% | +25.3% | +3.0% | +28.7% |
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