+303.1%
FLEX vs ITW
+34.0%
+269.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.6% |
| 7D | +2.2% | -1.6% | +3.9% | +3.6% |
| 30D | -32.6% | +8.9% | -41.5% | -36.6% |
| 3M | -35.5% | -0.9% | -34.6% | -35.2% |
| 6M | -45.6% | +16.0% | -61.5% | -51.8% |
| YTD | +30.7% | +19.4% | +11.3% | +13.1% |
| 1Y | +28.4% | +20.7% | +7.7% | +10.2% |
| All | +303.1% | +34.0% | +269.1% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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