+640.4%
FLEX vs P
+748.5%
-108.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.3% | +5.7% | +9.4% |
| 7D | -7.2% | -9.6% | +2.5% | -2.6% |
| 30D | -34.8% | -33.4% | -1.3% | -22.5% |
| 3M | -35.6% | +14.2% | -49.8% | -39.4% |
| 6M | -45.0% | +31.6% | -76.6% | -51.7% |
| YTD | +29.4% | +53.5% | -24.1% | +6.1% |
| 1Y | +24.8% | +14.2% | +10.6% | +11.8% |
| 3Y | +304.4% | +190.5% | +113.9% | +126.6% |
| 5Y | +484.1% | +256.3% | +227.7% | +183.3% |
| 10Y | +640.4% | +707.9% | -67.4% | +153.1% |
| All | +640.4% | +748.5% | -108.1% | +153.1% |
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