+10.2%
FLEX vs EXEL
+73.7%
-63.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.0% |
| 7D | -19.3% | +0.3% | -19.6% | -19.0% |
| 30D | -41.5% | +19.0% | -60.6% | -45.4% |
| 3M | -43.1% | +33.3% | -76.4% | -50.0% |
| 6M | -48.2% | +42.9% | -91.1% | -57.8% |
| YTD | +15.5% | +58.7% | -43.2% | -12.5% |
| 1Y | +10.2% | +70.5% | -60.3% | -19.6% |
| All | +10.2% | +73.7% | -63.5% | -19.6% |
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