+725.7%
FLEX vs MKTX
-61.3%
+787.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.4% | +0.3% | +6.1% | +6.3% |
| 30D | -5.9% | +1.0% | -6.8% | -5.9% |
| 3M | -23.5% | +40.8% | -64.3% | -24.9% |
| 6M | +83.7% | -10.9% | +94.6% | +86.6% |
| YTD | +86.5% | -8.6% | +95.1% | +88.7% |
| 1Y | +100.5% | -11.6% | +112.1% | +103.5% |
| 3Y | +469.8% | -24.5% | +494.4% | +470.9% |
| 5Y | +725.7% | -60.7% | +786.4% | +772.8% |
| All | +725.7% | -61.3% | +787.0% | +772.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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