+7,917.6%
FLEX vs EXC
+1,487.4%
+6,430.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 3M | -31.3% | -1.3% | -30.1% | -31.5% |
| 6M | +71.3% | -9.7% | +81.0% | +75.4% |
| YTD | +81.2% | +2.9% | +78.4% | +76.6% |
| 1Y | +98.5% | +4.4% | +94.1% | +92.0% |
| 3Y | +428.2% | +22.2% | +406.0% | +367.7% |
| 5Y | +657.3% | +46.7% | +610.6% | +519.6% |
| 10Y | +995.9% | +155.3% | +840.6% | +633.1% |
| All | +7,917.6% | +1,487.4% | +6,430.2% | +4,521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling