+466.6%
FLEX vs PL
+36.0%
+430.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -13.6% | +5.6% | -19.3% | -14.3% |
| 30D | -36.5% | -16.9% | -19.6% | -34.1% |
| 3M | -36.4% | -38.2% | +1.8% | -30.6% |
| 6M | -46.5% | -63.4% | +17.0% | -36.9% |
| YTD | +25.9% | -27.6% | +53.6% | +31.1% |
| 1Y | +19.6% | +6.6% | +13.0% | +16.1% |
| 3Y | +287.0% | +557.6% | -270.6% | +154.9% |
| 5Y | +466.6% | +39.5% | +427.1% | +332.2% |
| All | +466.6% | +36.0% | +430.6% | +332.2% |
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 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