+644.7%
FLEX vs P
+666.7%
-22.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -2.5% |
| 7D | +17.1% | +17.8% | -0.8% | +9.5% |
| 30D | -29.5% | -29.9% | +0.3% | -18.0% |
| 3M | -37.3% | -1.2% | -36.1% | -37.2% |
| 6M | -44.1% | +32.1% | -76.2% | -51.0% |
| YTD | +29.3% | +64.3% | -35.0% | +2.9% |
| 1Y | +24.2% | +24.3% | -0.1% | +7.3% |
| 3Y | +297.3% | +203.2% | +94.1% | +118.0% |
| 5Y | +446.2% | +290.4% | +155.8% | +153.8% |
| All | +644.7% | +666.7% | -22.0% | +155.3% |
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