+4,785.6%
FLEX vs M
+312.5%
+4,473.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.9% | -7.7% | -11.6% |
| 7D | -28.3% | -2.1% | -26.2% | -28.0% |
| 30D | -45.0% | +7.7% | -52.7% | -46.7% |
| 3M | -45.2% | -4.4% | -40.9% | -44.9% |
| 6M | -30.8% | +27.5% | -58.3% | -37.4% |
| YTD | +10.4% | +12.8% | -2.3% | +3.5% |
| 1Y | +2.3% | +20.7% | -18.5% | -6.7% |
| 3Y | +238.9% | +111.3% | +127.6% | +134.9% |
| 5Y | +386.0% | -6.3% | +392.3% | +309.2% |
| 10Y | +551.1% | +1.5% | +549.6% | +294.0% |
| All | +4,785.6% | +312.5% | +4,473.0% | +1,133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling