+256.8%
FLEX vs EW
+51.9%
+204.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.3% |
| 7D | -19.3% | +11.0% | -30.3% | -20.9% |
| 30D | -41.5% | +19.1% | -60.6% | -43.4% |
| 3M | -43.1% | +14.4% | -57.5% | -44.6% |
| 6M | -48.2% | +22.8% | -71.0% | -50.6% |
| YTD | +15.5% | +19.8% | -4.3% | +10.8% |
| 1Y | +10.2% | +23.9% | -13.7% | +4.9% |
| 3Y | +256.8% | +52.2% | +204.6% | +214.0% |
| All | +256.8% | +51.9% | +204.9% | +214.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling