+478.1%
FLEX vs IT
-51.4%
+529.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.4% | +11.8% | +4.5% |
| 7D | +7.0% | -9.1% | +16.1% | +7.1% |
| 30D | -5.8% | -7.0% | +1.2% | -5.8% |
| 3M | -24.2% | +7.6% | -31.8% | -23.8% |
| 6M | +90.8% | +2.1% | +88.7% | +92.3% |
| YTD | +89.2% | -31.6% | +120.8% | +106.2% |
| 1Y | +104.7% | -29.9% | +134.6% | +120.0% |
| 3Y | +478.1% | -51.3% | +529.4% | +660.7% |
| All | +478.1% | -51.4% | +529.4% | +660.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling