+689.7%
FLEX vs PHM
+149.8%
+539.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.3% |
| 7D | +0.1% | -6.4% | +6.5% | +2.6% |
| 30D | -11.8% | -12.1% | +0.3% | -7.5% |
| 3M | -22.6% | -1.5% | -21.0% | -23.0% |
| 6M | +77.3% | -6.0% | +83.3% | +79.6% |
| YTD | +78.8% | -0.3% | +79.1% | +75.8% |
| 1Y | +86.1% | -13.3% | +99.4% | +92.4% |
| 3Y | +446.2% | +47.6% | +398.7% | +323.9% |
| 5Y | +689.7% | +154.7% | +535.0% | +339.8% |
| All | +689.7% | +149.8% | +539.9% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 2021-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PHM 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling