-48.2%
FLEX vs Q
-20.9%
-27.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.8% | -0.9% |
| 7D | -19.3% | +0.3% | -19.6% | -19.1% |
| 30D | -41.5% | -9.8% | -31.7% | -35.9% |
| 3M | -43.1% | -12.2% | -30.9% | -36.4% |
| 6M | -48.2% | -21.6% | -26.6% | -37.3% |
| All | -48.2% | -20.9% | -27.3% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling