+386.0%
FLEX vs P
+237.3%
+148.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -16.4% | +2.8% | -7.1% |
| 7D | -28.3% | -31.9% | +3.6% | -16.6% |
| 30D | -45.0% | -36.5% | -8.5% | -34.2% |
| 3M | -45.2% | +11.6% | -56.8% | -47.6% |
| 6M | -30.8% | +25.2% | -56.0% | -37.2% |
| YTD | +10.4% | +39.4% | -29.0% | -4.0% |
| 1Y | +2.3% | -3.7% | +5.9% | -1.4% |
| 3Y | +238.9% | +167.3% | +71.6% | +112.3% |
| 5Y | +386.0% | +237.3% | +148.7% | +173.0% |
| All | +386.0% | +237.3% | +148.7% | +173.0% |
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