+680.0%
FLEX vs EXE
+191.4%
+488.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% |
| 3M | -31.3% | +5.5% | -36.8% | -32.6% |
| 6M | +71.3% | -5.9% | +77.2% | +72.8% |
| YTD | +81.2% | -9.7% | +91.0% | +84.2% |
| 1Y | +98.5% | +3.6% | +94.9% | +91.8% |
| 3Y | +428.2% | +18.0% | +410.2% | +387.4% |
| 5Y | +657.3% | +109.4% | +547.8% | +491.3% |
| All | +680.0% | +191.4% | +488.7% | +442.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling