+663.2%
FLEX vs EXE
+109.5%
+553.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -10.1% | +8.5% | -18.6% | -12.1% |
| 3M | -31.3% | +5.5% | -36.8% | -32.5% |
| 6M | +71.3% | -5.9% | +77.2% | +72.9% |
| YTD | +81.2% | -9.7% | +91.0% | +84.3% |
| 1Y | +98.5% | +3.6% | +94.9% | +91.7% |
| 3Y | +428.2% | +18.0% | +410.2% | +387.0% |
| All | +663.2% | +109.5% | +553.8% | +509.7% |
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