+414.4%
FLEX vs EXEL
+273.2%
+141.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -0.9% | +8.4% | -9.3% | -2.7% |
| 30D | -10.1% | +4.1% | -14.2% | -11.2% |
| 3M | -31.3% | +12.4% | -43.8% | -33.5% |
| 6M | +71.3% | +41.5% | +29.7% | +58.2% |
| YTD | +81.2% | +34.6% | +46.6% | +69.0% |
| 1Y | +98.5% | +57.9% | +40.6% | +77.7% |
| 3Y | +428.2% | +159.5% | +268.7% | +311.2% |
| 5Y | +657.3% | +198.5% | +458.8% | +460.2% |
| 10Y | +995.9% | +411.4% | +584.6% | +539.8% |
| All | +414.4% | +273.2% | +141.2% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling