+1,005.1%
FLEX vs EXC
+152.8%
+852.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -10.1% | -3.7% | -6.4% | -8.8% |
| 3M | -31.3% | -1.3% | -30.1% | -31.6% |
| 6M | +71.3% | -9.7% | +81.0% | +76.4% |
| YTD | +81.2% | +2.9% | +78.4% | +75.1% |
| 1Y | +98.5% | +4.4% | +94.1% | +89.8% |
| 3Y | +428.2% | +22.2% | +406.0% | +345.2% |
| 5Y | +657.3% | +46.7% | +610.6% | +456.3% |
| All | +1,005.1% | +152.8% | +852.3% | +561.4% |
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