+424.8%
FLEX vs EW
-7.9%
+432.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.3% |
| 7D | +7.5% | +4.9% | +2.5% | +6.2% |
| 30D | -25.3% | +23.9% | -49.2% | -29.3% |
| 3M | -39.7% | +15.8% | -55.4% | -42.1% |
| 6M | -47.9% | +31.7% | -79.5% | -51.9% |
| YTD | +24.1% | +25.7% | -1.6% | +15.8% |
| 1Y | +26.0% | +24.4% | +1.5% | +17.8% |
| 3Y | +282.7% | +65.9% | +216.8% | +212.2% |
| All | +424.8% | -7.9% | +432.7% | +438.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling