+104.7%
FLEX vs EXE
+3.8%
+100.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | +7.0% | -1.8% | +8.8% | +6.6% |
| 30D | -5.8% | +6.4% | -12.2% | -4.6% |
| 3M | -24.2% | +9.2% | -33.5% | -22.8% |
| 6M | +90.8% | -7.0% | +97.8% | +94.2% |
| YTD | +89.2% | -9.5% | +98.7% | +93.1% |
| 1Y | +104.7% | +6.2% | +98.5% | +112.8% |
| All | +104.7% | +3.8% | +100.9% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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