+372.6%
FLEX vs MET
+1,300.1%
-927.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | -0.9% | +1.2% | -2.0% | -1.5% |
| 30D | -10.1% | +1.4% | -11.6% | -10.9% |
| 3M | -31.3% | +17.7% | -49.0% | -37.5% |
| 6M | +71.3% | +35.0% | +36.3% | +45.2% |
| YTD | +81.2% | +26.3% | +55.0% | +58.2% |
| 1Y | +98.5% | +22.8% | +75.7% | +75.1% |
| 3Y | +428.2% | +65.9% | +362.3% | +298.9% |
| 5Y | +657.3% | +85.4% | +571.9% | +436.7% |
| 10Y | +995.9% | +253.7% | +742.2% | +452.5% |
| All | +372.6% | +1,300.1% | -927.6% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling