+472.6%
FLEX vs PL
+46.3%
+426.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +2.2% | +13.4% | -11.1% | 0.0% |
| 30D | -32.6% | -10.2% | -22.5% | -31.0% |
| 3M | -35.5% | -39.5% | +4.0% | -29.4% |
| 6M | -45.6% | -65.7% | +20.2% | -35.2% |
| YTD | +30.7% | -27.3% | +58.0% | +36.0% |
| 1Y | +28.4% | +15.0% | +13.4% | +23.1% |
| 3Y | +301.7% | +560.8% | -259.2% | +164.6% |
| 5Y | +473.3% | +38.4% | +434.8% | +326.6% |
| All | +472.6% | +46.3% | +426.3% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling