+20.8%
FLEX vs Q
+74.5%
-53.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +1.3% |
| 7D | +17.1% | +11.5% | +5.6% | +8.1% |
| 30D | -29.5% | -0.2% | -29.4% | -28.6% |
| 3M | -37.3% | -13.6% | -23.7% | -29.9% |
| 6M | -44.1% | -27.0% | -17.0% | -31.1% |
| YTD | +29.3% | +50.5% | -21.2% | +8.4% |
| 1Y | +24.2% | +33.8% | -9.6% | +8.4% |
| All | +20.8% | +74.5% | -53.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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