+22.8%
FLEX vs FIVE
+63.1%
-40.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.6% | +6.4% | +10.2% |
| 7D | -7.2% | +6.2% | -13.4% | -8.7% |
| 30D | -34.8% | +18.2% | -52.9% | -37.9% |
| 3M | -35.6% | +3.8% | -39.4% | -36.4% |
| 6M | -45.0% | +13.7% | -58.7% | -47.8% |
| YTD | +29.4% | +34.7% | -5.3% | +6.9% |
| All | +22.8% | +63.1% | -40.3% | -15.8% |
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