+442.4%
FLEX vs PL
+454.1%
-11.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | -0.9% | -9.3% | +8.4% | +0.8% |
| 30D | -10.1% | -18.9% | +8.8% | -6.7% |
| 3M | -31.3% | -58.4% | +27.0% | -20.9% |
| 6M | +71.3% | -30.3% | +101.6% | +79.7% |
| YTD | +81.2% | -8.1% | +89.4% | +81.2% |
| 1Y | +98.5% | +180.5% | -82.0% | +61.4% |
| All | +442.4% | +454.1% | -11.7% | +261.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling