+1,000.1%
FLEX vs P
+732.0%
+268.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.9% |
| 7D | -0.9% | +6.5% | -7.4% | -3.5% |
| 30D | -10.1% | +18.8% | -29.0% | -17.2% |
| 3M | -31.3% | +26.7% | -58.1% | -38.1% |
| 6M | +71.3% | +62.2% | +9.1% | +38.2% |
| YTD | +81.2% | +48.5% | +32.7% | +50.2% |
| 1Y | +98.5% | +26.4% | +72.1% | +70.3% |
| 3Y | +428.2% | +159.4% | +268.8% | +209.5% |
| 5Y | +657.3% | +275.8% | +381.5% | +258.8% |
| All | +1,000.1% | +732.0% | +268.1% | +277.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling