+1,115.5%
FLEX vs QSR
+135.2%
+980.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +6.9% |
| 7D | +5.7% | -4.0% | +9.7% | +7.9% |
| 30D | -7.0% | +2.8% | -9.8% | -8.6% |
| 3M | -23.8% | +5.1% | -28.9% | -26.8% |
| 6M | +82.6% | +8.8% | +73.8% | +69.2% |
| YTD | +91.6% | +14.8% | +76.8% | +71.0% |
| 1Y | +100.6% | +25.7% | +74.8% | +68.5% |
| 3Y | +479.8% | +27.5% | +452.2% | +368.0% |
| 5Y | +746.5% | +41.3% | +705.2% | +532.7% |
| All | +1,115.5% | +135.2% | +980.3% | +572.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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