+416.7%
FLEX vs IT
-43.2%
+459.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.0% | +8.6% | +5.1% |
| 7D | -19.3% | -16.9% | -2.4% | -17.6% |
| 30D | -41.5% | +2.3% | -43.9% | -42.4% |
| 3M | -43.1% | +2.9% | -46.0% | -44.4% |
| 6M | -48.2% | +25.9% | -74.1% | -52.6% |
| YTD | +15.5% | -24.6% | +40.1% | +24.1% |
| 1Y | +10.2% | -16.0% | +26.3% | +12.7% |
| 3Y | +256.8% | -51.6% | +308.4% | +358.2% |
| All | +416.7% | -43.2% | +459.8% | +469.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling