+25.5%
FLEX vs IT
-16.7%
+42.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +4.4% |
| 7D | +2.2% | -6.8% | +9.1% | +0.2% |
| 30D | -32.6% | -0.6% | -32.1% | -32.5% |
| 3M | -35.5% | +3.1% | -38.5% | -34.3% |
| 6M | -45.6% | +25.5% | -71.1% | -39.8% |
| YTD | +30.7% | -23.5% | +54.2% | +30.3% |
| All | +25.5% | -16.7% | +42.2% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling