+25.0%
FLEX vs FIVE
+63.3%
-38.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.7% | -19.0% | -14.0% |
| 7D | -17.0% | +7.5% | -24.5% | -18.7% |
| 30D | -33.8% | +16.7% | -50.6% | -36.9% |
| 3M | -39.0% | +13.4% | -52.4% | -42.2% |
| 6M | -15.9% | +9.0% | -24.9% | -17.8% |
| YTD | +27.8% | +33.8% | -6.0% | +6.6% |
| 1Y | +25.0% | +61.2% | -36.2% | -9.6% |
| All | +25.0% | +63.3% | -38.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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