+565.2%
FLEX vs EXEL
+461.0%
+104.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.3% |
| 7D | -19.3% | +0.3% | -19.6% | -19.2% |
| 30D | -41.5% | +19.0% | -60.6% | -43.7% |
| 3M | -43.1% | +33.3% | -76.4% | -46.8% |
| 6M | -48.2% | +42.9% | -91.1% | -52.5% |
| YTD | +15.5% | +58.7% | -43.2% | +3.6% |
| 1Y | +10.2% | +70.5% | -60.3% | -2.7% |
| 3Y | +256.8% | +233.8% | +23.0% | +163.9% |
| 5Y | +408.2% | +259.3% | +148.9% | +263.0% |
| All | +565.2% | +461.0% | +104.2% | +331.7% |
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