+5,008.9%
FLEX vs IT
+3,985.4%
+1,023.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.0% | +8.6% | +6.0% |
| 7D | -19.3% | -16.9% | -2.4% | -14.4% |
| 30D | -41.5% | +2.3% | -43.9% | -43.1% |
| 3M | -43.1% | +2.9% | -46.0% | -45.7% |
| 6M | -48.2% | +25.9% | -74.1% | -56.3% |
| YTD | +15.5% | -24.6% | +40.1% | +15.0% |
| 1Y | +10.2% | -16.0% | +26.3% | +4.9% |
| 3Y | +256.8% | -51.6% | +308.4% | +307.3% |
| 5Y | +408.2% | -42.6% | +450.9% | +436.4% |
| 10Y | +580.9% | +103.6% | +477.3% | +331.4% |
| All | +5,008.9% | +3,985.4% | +1,023.5% | +1,090.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling