+25.0%
FLEX vs P
+19.7%
+5.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -5.0% | -7.3% | -10.2% |
| 7D | -17.0% | -19.4% | +2.4% | -9.0% |
| 30D | -33.8% | -22.3% | -11.5% | -26.2% |
| 3M | -39.0% | +33.2% | -72.2% | -45.9% |
| 6M | -15.9% | +53.6% | -69.5% | -30.2% |
| YTD | +27.8% | +66.8% | -39.0% | +2.7% |
| 1Y | +25.0% | +17.5% | +7.4% | +3.8% |
| All | +25.0% | +19.7% | +5.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling