+443.7%
FLEX vs PL
+40.9%
+402.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | +7.5% | +10.0% | -2.6% | +5.6% |
| 30D | -25.3% | -2.3% | -23.0% | -24.6% |
| 3M | -39.7% | -44.2% | +4.5% | -33.0% |
| 6M | -47.9% | -66.1% | +18.2% | -37.7% |
| YTD | +24.1% | -30.0% | +54.1% | +30.1% |
| 1Y | +26.0% | +21.0% | +4.9% | +20.0% |
| 3Y | +282.7% | +516.5% | -233.8% | +155.2% |
| 5Y | +424.2% | +32.0% | +392.2% | +293.4% |
| All | +443.7% | +40.9% | +402.8% | +303.8% |
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