+663.2%
FLEX vs PL
+82.7%
+580.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | -0.9% | -9.3% | +8.4% | +0.7% |
| 30D | -10.1% | -18.9% | +8.8% | -6.9% |
| 3M | -31.3% | -58.4% | +27.0% | -21.2% |
| 6M | +71.3% | -30.3% | +101.6% | +78.8% |
| YTD | +81.2% | -8.1% | +89.4% | +80.4% |
| 1Y | +98.5% | +180.5% | -82.0% | +61.0% |
| 3Y | +428.2% | +444.1% | -15.9% | +253.4% |
| All | +663.2% | +82.7% | +580.6% | +444.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling