+22.8%
FLEX vs P
+10.7%
+12.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.3% | +5.7% | +9.1% |
| 7D | -7.2% | -9.6% | +2.5% | -2.3% |
| 30D | -34.8% | -33.4% | -1.3% | -22.3% |
| 3M | -35.6% | +14.2% | -49.8% | -38.6% |
| 6M | -45.0% | +31.6% | -76.6% | -51.2% |
| YTD | +29.4% | +53.5% | -24.1% | +8.6% |
| All | +22.8% | +10.7% | +12.2% | +6.3% |
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 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