+424.8%
FLEX vs P
+279.3%
+145.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.3% |
| 7D | +7.5% | +11.6% | -4.2% | +3.0% |
| 30D | -25.3% | -23.7% | -1.6% | -16.7% |
| 3M | -39.7% | -8.0% | -31.7% | -37.7% |
| 6M | -47.9% | +27.9% | -75.8% | -53.1% |
| YTD | +24.1% | +61.2% | -37.1% | +1.9% |
| 1Y | +26.0% | +28.6% | -2.7% | +8.8% |
| 3Y | +282.7% | +200.5% | +82.2% | +128.4% |
| All | +424.8% | +279.3% | +145.5% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling