+256.8%
FLEX vs EXC
+26.3%
+230.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.5% | +3.7% |
| 7D | -19.3% | -1.2% | -18.1% | -19.5% |
| 30D | -41.5% | +10.0% | -51.5% | -38.9% |
| 3M | -43.1% | +1.6% | -44.7% | -42.4% |
| 6M | -48.2% | +3.3% | -51.5% | -47.0% |
| YTD | +15.5% | +7.6% | +7.9% | +19.5% |
| 1Y | +10.2% | +3.5% | +6.7% | +13.1% |
| 3Y | +256.8% | +27.7% | +229.1% | +264.4% |
| All | +256.8% | +26.3% | +230.5% | +264.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling