+565.2%
FLEX vs M
-4.2%
+569.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.6% | +9.2% | +5.7% |
| 7D | -19.3% | -4.3% | -15.0% | -18.7% |
| 30D | -41.5% | +1.3% | -42.8% | -42.0% |
| 3M | -43.1% | -7.4% | -35.7% | -42.4% |
| 6M | -48.2% | +18.3% | -66.6% | -51.0% |
| YTD | +15.5% | +7.6% | +7.9% | +11.6% |
| 1Y | +10.2% | +17.4% | -7.2% | +4.0% |
| 3Y | +256.8% | +108.4% | +148.4% | +178.5% |
| 5Y | +408.2% | -10.6% | +418.8% | +359.2% |
| All | +565.2% | -4.2% | +569.3% | +341.6% |
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