+383.9%
FLEX vs PL
+16.0%
+367.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -10.1% | -3.5% | -11.7% |
| 7D | -28.3% | -20.5% | -7.8% | -24.9% |
| 30D | -45.0% | -38.8% | -6.3% | -39.6% |
| 3M | -45.2% | -49.1% | +3.9% | -38.0% |
| 6M | -30.8% | -69.4% | +38.6% | -15.4% |
| YTD | +10.4% | -42.3% | +52.8% | +20.1% |
| 1Y | +2.3% | -14.2% | +16.4% | +3.4% |
| 3Y | +238.9% | +398.7% | -159.8% | +134.9% |
| 5Y | +386.0% | +11.1% | +374.9% | +277.5% |
| All | +383.9% | +16.0% | +367.9% | +272.7% |
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