+304.4%
FLEX vs M
+142.9%
+161.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.1% | +3.9% | +9.9% |
| 7D | -7.2% | +2.5% | -9.7% | -7.9% |
| 30D | -34.8% | +10.1% | -44.8% | -36.6% |
| 3M | -35.6% | -0.9% | -34.7% | -35.8% |
| 6M | -45.0% | +30.2% | -75.2% | -49.4% |
| YTD | +29.4% | +16.3% | +13.1% | +22.0% |
| 1Y | +24.8% | +27.0% | -2.2% | +14.8% |
| 3Y | +304.4% | +154.5% | +149.9% | +216.1% |
| All | +304.4% | +142.9% | +161.5% | +216.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling