+282.7%
FLEX vs EXEL
+230.5%
+52.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | +7.5% | -0.8% | +8.3% | +7.7% |
| 30D | -25.3% | +13.1% | -38.4% | -26.9% |
| 3M | -39.7% | +36.3% | -76.0% | -43.5% |
| 6M | -47.9% | +34.5% | -82.4% | -51.3% |
| YTD | +24.1% | +57.4% | -33.3% | +12.0% |
| 1Y | +26.0% | +62.9% | -37.0% | +13.1% |
| 3Y | +282.7% | +229.5% | +53.2% | +219.6% |
| All | +282.7% | +230.5% | +52.2% | +219.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling