+7,917.6%
FLEX vs IT
+3,906.3%
+4,011.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +3.2% |
| 7D | -0.9% | -6.0% | +5.1% | +1.3% |
| 30D | -10.1% | 0.0% | -10.2% | -10.9% |
| 3M | -31.3% | +13.1% | -44.4% | -37.2% |
| 6M | +71.3% | +11.7% | +59.6% | +53.8% |
| YTD | +81.2% | -26.1% | +107.4% | +86.9% |
| 1Y | +98.5% | -21.3% | +119.7% | +97.4% |
| 3Y | +428.2% | -46.7% | +475.0% | +493.4% |
| 5Y | +657.3% | -40.5% | +697.8% | +707.3% |
| 10Y | +995.9% | +103.9% | +892.0% | +611.6% |
| All | +7,917.6% | +3,906.3% | +4,011.3% | +1,834.6% |
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 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