+397.0%
FLEX vs EXE
+151.8%
+245.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +4.8% |
| 7D | -19.3% | -6.6% | -12.7% | -17.8% |
| 30D | -41.5% | -4.0% | -37.5% | -41.0% |
| 3M | -43.1% | -7.5% | -35.7% | -42.2% |
| 6M | -48.2% | -11.7% | -36.5% | -47.0% |
| YTD | +15.5% | -22.0% | +37.5% | +21.6% |
| 1Y | +10.2% | -21.8% | +32.0% | +15.6% |
| 3Y | +256.8% | +8.0% | +248.8% | +235.9% |
| 5Y | +408.2% | +62.3% | +345.9% | +324.7% |
| All | +397.0% | +151.8% | +245.3% | +258.1% |
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