+28.4%
FLEX vs EXC
+2.8%
+25.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.9% |
| 7D | +2.2% | -1.4% | +3.6% | +1.2% |
| 30D | -32.6% | +8.3% | -40.9% | -28.1% |
| 3M | -35.5% | +2.6% | -38.1% | -33.9% |
| 6M | -45.6% | +5.2% | -50.7% | -43.1% |
| YTD | +30.7% | +7.5% | +23.2% | +33.0% |
| 1Y | +28.4% | +3.2% | +25.2% | +32.0% |
| All | +28.4% | +2.8% | +25.6% | +32.0% |
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