+5,008.5%
FLEX vs EXC
+1,559.4%
+3,449.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.5% | +5.2% |
| 7D | -19.3% | -1.2% | -18.1% | -19.2% |
| 30D | -41.5% | +10.0% | -51.5% | -43.8% |
| 3M | -43.1% | +1.6% | -44.7% | -43.7% |
| 6M | -48.2% | +3.3% | -51.5% | -49.5% |
| YTD | +15.5% | +7.6% | +7.9% | +10.2% |
| 1Y | +10.2% | +3.5% | +6.7% | +6.6% |
| 3Y | +256.8% | +27.7% | +229.1% | +210.1% |
| 5Y | +408.2% | +41.1% | +367.1% | +321.2% |
| 10Y | +580.8% | +178.2% | +402.6% | +340.6% |
| All | +5,008.5% | +1,559.4% | +3,449.1% | +2,784.7% |
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 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