+1,224.7%
FLEX vs P
+485.4%
+739.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.7% |
| 3M | -31.3% | +26.7% | -58.1% | -37.6% |
| 6M | +71.3% | +62.2% | +9.1% | +40.6% |
| YTD | +81.2% | +48.5% | +32.7% | +52.6% |
| 1Y | +98.5% | +26.4% | +72.1% | +72.7% |
| 3Y | +428.2% | +159.4% | +268.8% | +227.1% |
| 5Y | +657.3% | +275.8% | +381.5% | +290.5% |
| 10Y | +995.9% | +732.0% | +263.9% | +328.8% |
| All | +1,224.7% | +485.4% | +739.3% | +420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling