+1,060.6%
FLEX vs EXEL
+380.2%
+680.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +4.9% |
| 7D | +7.0% | +1.4% | +5.6% | +6.6% |
| 30D | -5.8% | +6.7% | -12.5% | -7.3% |
| 3M | -24.2% | +11.5% | -35.7% | -26.4% |
| 6M | +90.8% | +38.8% | +52.0% | +77.3% |
| YTD | +89.2% | +31.6% | +57.6% | +77.4% |
| 1Y | +104.7% | +53.0% | +51.7% | +85.3% |
| 3Y | +478.1% | +160.8% | +317.3% | +354.8% |
| 5Y | +726.2% | +190.1% | +536.1% | +523.0% |
| 10Y | +1,060.6% | +367.0% | +693.6% | +693.7% |
| All | +1,060.6% | +380.2% | +680.4% | +693.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling