+98.5%
FLEX vs RF
+16.9%
+81.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.9% | +1.3% | -2.2% | -1.5% |
| 30D | -10.1% | -3.6% | -6.5% | -8.5% |
| 3M | -31.3% | +8.1% | -39.4% | -34.0% |
| 6M | +71.3% | +11.5% | +59.8% | +60.6% |
| YTD | +81.2% | +15.6% | +65.7% | +66.8% |
| 1Y | +98.5% | +15.7% | +82.8% | +77.7% |
| All | +98.5% | +16.9% | +81.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling