+241.2%
FLEX vs FIVE
+35.4%
+205.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.3% | -9.3% | -12.5% |
| 7D | -28.3% | -1.7% | -26.6% | -28.0% |
| 30D | -45.0% | +14.9% | -60.0% | -47.2% |
| 3M | -45.2% | +7.6% | -52.9% | -46.8% |
| 6M | -30.8% | +6.4% | -37.2% | -32.9% |
| YTD | +10.4% | +28.1% | -17.6% | +1.6% |
| 1Y | +2.3% | +54.7% | -52.5% | -10.6% |
| All | +241.2% | +35.4% | +205.8% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling