+626.9%
FLEX vs EXC
+183.9%
+443.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -13.6% | +0.1% | -13.7% | -13.8% |
| 30D | -36.5% | +9.0% | -45.5% | -39.1% |
| 3M | -36.4% | +3.3% | -39.7% | -37.6% |
| 6M | -46.5% | +5.7% | -52.1% | -48.5% |
| YTD | +25.9% | +7.3% | +18.6% | +18.8% |
| 1Y | +19.6% | +2.9% | +16.6% | +15.0% |
| 3Y | +287.0% | +29.3% | +257.7% | +216.1% |
| 5Y | +466.6% | +40.1% | +426.6% | +329.6% |
| 10Y | +626.9% | +197.7% | +429.3% | +311.7% |
| All | +626.9% | +183.9% | +443.0% | +311.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling