+98.5%
FLEX vs EXEL
+59.2%
+39.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.9% | +8.4% | -9.3% | -4.1% |
| 30D | -10.1% | +4.1% | -14.2% | -11.9% |
| 3M | -31.3% | +12.4% | -43.8% | -35.5% |
| 6M | +71.3% | +41.5% | +29.7% | +45.5% |
| YTD | +81.2% | +34.6% | +46.6% | +54.8% |
| 1Y | +98.5% | +57.9% | +40.6% | +66.3% |
| All | +98.5% | +59.2% | +39.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling