+651.7%
FLEX vs M
-5.1%
+656.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.0% |
| 7D | +2.2% | -3.3% | +5.5% | +3.3% |
| 30D | -32.6% | +8.1% | -40.7% | -34.2% |
| 3M | -35.5% | +2.2% | -37.7% | -36.2% |
| 6M | -45.6% | +35.1% | -80.7% | -50.1% |
| YTD | +30.7% | +15.8% | +14.9% | +24.1% |
| 1Y | +28.4% | +25.8% | +2.5% | +19.1% |
| 3Y | +301.7% | +156.2% | +145.4% | +198.3% |
| 5Y | +473.3% | -2.4% | +475.6% | +407.2% |
| 10Y | +651.7% | -7.1% | +658.9% | +397.2% |
| All | +651.7% | -5.1% | +656.9% | +397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling