+424.8%
FLEX vs EXE
+76.7%
+348.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.9% | -4.2% |
| 7D | +7.5% | +5.3% | +2.1% | +6.0% |
| 30D | -25.3% | -2.2% | -23.1% | -24.9% |
| 3M | -39.7% | -5.9% | -33.8% | -38.9% |
| 6M | -47.9% | -5.7% | -42.1% | -47.5% |
| YTD | +24.1% | -17.8% | +41.9% | +29.1% |
| 1Y | +26.0% | -23.1% | +49.1% | +33.8% |
| 3Y | +282.7% | +21.2% | +261.5% | +247.4% |
| All | +424.8% | +76.7% | +348.0% | +318.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling