+442.4%
FLEX vs P
+158.6%
+283.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | -0.9% | +6.5% | -7.4% | -3.3% |
| 30D | -10.1% | +18.8% | -29.0% | -16.8% |
| 3M | -31.3% | +26.7% | -58.1% | -37.8% |
| 6M | +71.3% | +62.2% | +9.1% | +40.5% |
| YTD | +81.2% | +48.5% | +32.7% | +52.4% |
| 1Y | +98.5% | +26.4% | +72.1% | +71.4% |
| All | +442.4% | +158.6% | +283.8% | +268.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling