+565.2%
FLEX vs P
+713.7%
-148.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.0% | +3.1% |
| 7D | -19.3% | -23.8% | +4.5% | -9.5% |
| 30D | -41.5% | -36.6% | -4.9% | -29.1% |
| 3M | -43.1% | +10.9% | -54.0% | -45.9% |
| 6M | -48.2% | +30.0% | -78.2% | -54.3% |
| YTD | +15.5% | +44.4% | -28.9% | -3.0% |
| 1Y | +10.2% | +3.9% | +6.3% | +2.5% |
| 3Y | +256.8% | +176.6% | +80.2% | +103.7% |
| 5Y | +408.2% | +249.3% | +158.9% | +147.8% |
| All | +565.2% | +713.7% | -148.5% | +132.3% |
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