+256.8%
FLEX vs FIVE
+34.8%
+222.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | -19.3% | -0.3% | -19.0% | -19.4% |
| 30D | -41.5% | +17.7% | -59.2% | -44.2% |
| 3M | -43.1% | +4.0% | -47.1% | -44.2% |
| 6M | -48.2% | +2.6% | -50.8% | -49.3% |
| YTD | +15.5% | +27.6% | -12.1% | +6.3% |
| 1Y | +10.2% | +59.9% | -49.7% | -4.5% |
| 3Y | +256.8% | +35.8% | +221.1% | +147.0% |
| All | +256.8% | +34.8% | +222.0% | +147.0% |
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