+1,305.6%
FLEX vs FIVE
+826.1%
+479.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.3% | -9.3% | -12.4% |
| 7D | -28.3% | -1.7% | -26.6% | -28.1% |
| 30D | -45.0% | +14.9% | -60.0% | -47.4% |
| 3M | -45.2% | +7.6% | -52.9% | -46.9% |
| 6M | -30.8% | +6.4% | -37.2% | -33.2% |
| YTD | +10.4% | +28.1% | -17.6% | +1.0% |
| 1Y | +2.3% | +54.7% | -52.5% | -11.5% |
| 3Y | +238.9% | +36.1% | +202.8% | +183.1% |
| 5Y | +386.0% | +14.9% | +371.1% | +310.5% |
| 10Y | +551.1% | +578.8% | -27.7% | +264.0% |
| All | +1,305.6% | +826.1% | +479.4% | +623.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling