+663.2%
FLEX vs M
+27.3%
+636.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.8% |
| 7D | -0.9% | +4.7% | -5.6% | -2.1% |
| 30D | -10.1% | -9.6% | -0.5% | -7.9% |
| 3M | -31.3% | +0.9% | -32.2% | -31.8% |
| 6M | +71.3% | +22.3% | +49.0% | +61.6% |
| YTD | +81.2% | +6.5% | +74.7% | +76.2% |
| 1Y | +98.5% | +38.8% | +59.7% | +79.9% |
| 3Y | +428.2% | +115.9% | +312.3% | +306.1% |
| All | +663.2% | +27.3% | +636.0% | +522.2% |
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