+304.4%
FLEX vs EXE
+14.7%
+289.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.7% |
| 7D | -7.2% | -3.9% | -3.2% | -6.2% |
| 30D | -34.8% | -2.6% | -32.2% | -34.5% |
| 3M | -35.6% | -6.9% | -28.7% | -34.8% |
| 6M | -45.0% | -9.3% | -35.7% | -44.2% |
| YTD | +29.4% | -20.7% | +50.1% | +36.4% |
| 1Y | +24.8% | -21.8% | +46.6% | +31.7% |
| 3Y | +304.4% | +16.2% | +288.2% | +246.2% |
| All | +304.4% | +14.7% | +289.8% | +246.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling