+1,060.6%
FLEX vs IT
+89.8%
+970.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.4% | +11.8% | +7.0% |
| 7D | +7.0% | -9.1% | +16.1% | +10.2% |
| 30D | -5.8% | -7.0% | +1.2% | -4.4% |
| 3M | -24.2% | +7.6% | -31.8% | -29.4% |
| 6M | +90.8% | +2.1% | +88.7% | +77.3% |
| YTD | +89.2% | -31.6% | +120.8% | +107.8% |
| 1Y | +104.7% | -29.9% | +134.6% | +118.7% |
| 3Y | +478.1% | -51.3% | +529.4% | +612.7% |
| 5Y | +726.2% | -44.8% | +771.0% | +818.2% |
| 10Y | +1,060.6% | +91.4% | +969.2% | +539.2% |
| All | +1,060.6% | +89.8% | +970.7% | +539.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling