+424.8%
FLEX vs M
-3.3%
+428.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | +7.5% | +7.0% | +0.4% | +5.6% |
| 30D | -25.3% | +8.9% | -34.2% | -27.2% |
| 3M | -39.7% | +4.5% | -44.2% | -40.7% |
| 6M | -47.9% | +36.2% | -84.1% | -52.6% |
| YTD | +24.1% | +15.1% | +9.0% | +17.5% |
| 1Y | +26.0% | +27.4% | -1.5% | +15.9% |
| 3Y | +282.7% | +160.1% | +122.5% | +177.1% |
| All | +424.8% | -3.3% | +428.1% | +343.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling