+614.8%
FLEX vs M
-7.1%
+621.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | +7.5% | +7.0% | +0.4% | +5.7% |
| 30D | -25.3% | +8.9% | -34.2% | -27.1% |
| 3M | -39.7% | +4.5% | -44.2% | -40.6% |
| 6M | -47.9% | +36.2% | -84.1% | -52.3% |
| YTD | +24.1% | +15.1% | +9.0% | +18.0% |
| 1Y | +26.0% | +27.4% | -1.5% | +16.5% |
| 3Y | +282.7% | +160.1% | +122.5% | +183.1% |
| 5Y | +424.2% | -1.6% | +425.8% | +363.0% |
| All | +614.8% | -7.1% | +621.9% | +373.9% |
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