+277.1%
FLEX vs EW
+6,974.1%
-6,697.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -10.1% | +1.0% | -11.2% | -10.6% |
| 3M | -31.3% | +2.8% | -34.1% | -32.4% |
| 6M | +71.3% | +5.5% | +65.8% | +66.5% |
| YTD | +81.2% | +5.5% | +75.8% | +76.1% |
| 1Y | +98.5% | +11.0% | +87.5% | +88.6% |
| 3Y | +428.2% | +17.7% | +410.5% | +368.7% |
| 5Y | +657.3% | -25.7% | +683.0% | +677.9% |
| 10Y | +995.9% | +132.8% | +863.1% | +635.7% |
| All | +277.1% | +6,974.1% | -6,697.0% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling