+663.2%
FLEX vs EXEL
+199.5%
+463.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -0.9% | +8.4% | -9.3% | -2.8% |
| 30D | -10.1% | +4.1% | -14.2% | -11.2% |
| 3M | -31.3% | +12.4% | -43.8% | -33.6% |
| 6M | +71.3% | +41.5% | +29.7% | +57.7% |
| YTD | +81.2% | +34.6% | +46.6% | +68.2% |
| 1Y | +98.5% | +57.9% | +40.6% | +78.1% |
| 3Y | +428.2% | +159.5% | +268.7% | +315.1% |
| All | +663.2% | +199.5% | +463.7% | +439.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling