+725.7%
FLEX vs QSR
+43.4%
+682.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +6.4% | -2.4% | +8.7% | +7.0% |
| 30D | -5.9% | +5.7% | -11.6% | -7.5% |
| 3M | -23.5% | +6.9% | -30.4% | -25.7% |
| 6M | +83.7% | +6.9% | +76.9% | +75.0% |
| YTD | +86.5% | +14.9% | +71.6% | +70.8% |
| 1Y | +100.5% | +29.1% | +71.4% | +71.7% |
| 3Y | +469.8% | +26.1% | +443.7% | +377.3% |
| 5Y | +725.7% | +42.3% | +683.3% | +491.1% |
| All | +725.7% | +43.4% | +682.2% | +491.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling