+1,060.6%
FLEX vs PSX
+371.8%
+688.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +3.7% |
| 7D | +7.0% | +2.8% | +4.1% | +5.8% |
| 30D | -5.8% | +27.8% | -33.6% | -15.2% |
| 3M | -24.2% | +42.0% | -66.2% | -35.1% |
| 6M | +90.8% | +58.1% | +32.7% | +53.5% |
| YTD | +89.2% | +105.0% | -15.8% | +34.2% |
| 1Y | +104.7% | +104.9% | -0.2% | +44.6% |
| 3Y | +478.1% | +134.1% | +344.0% | +276.3% |
| 5Y | +726.2% | +363.8% | +362.4% | +269.7% |
| 10Y | +1,060.6% | +370.1% | +690.5% | +385.5% |
| All | +1,060.6% | +371.8% | +688.8% | +385.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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