+282.7%
FLEX vs MET
+85.6%
+197.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | +7.5% | +4.5% | +3.0% | +5.2% |
| 30D | -25.3% | +3.5% | -28.8% | -26.6% |
| 3M | -39.7% | +5.9% | -45.6% | -41.6% |
| 6M | -47.9% | +33.1% | -80.9% | -56.4% |
| YTD | +24.1% | +33.6% | -9.5% | +2.6% |
| 1Y | +26.0% | +32.7% | -6.7% | +4.6% |
| 3Y | +282.7% | +85.0% | +197.6% | +170.4% |
| All | +282.7% | +85.6% | +197.1% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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