+25.0%
FLEX vs EXC
+1.0%
+23.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.6% | -14.0% | -11.1% |
| 7D | -17.0% | +3.3% | -20.3% | -14.7% |
| 30D | -33.8% | +13.3% | -47.1% | -27.3% |
| 3M | -39.0% | +1.8% | -40.9% | -38.0% |
| 6M | -15.9% | +1.1% | -17.0% | -13.1% |
| YTD | +27.8% | +9.0% | +18.8% | +31.7% |
| 1Y | +25.0% | +3.4% | +21.6% | +32.6% |
| All | +25.0% | +1.0% | +23.9% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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