+565.2%
FLEX vs RF
+279.4%
+285.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +4.8% |
| 7D | -19.3% | -0.9% | -18.4% | -18.9% |
| 30D | -41.5% | +6.0% | -47.6% | -43.5% |
| 3M | -43.1% | -8.9% | -34.2% | -40.3% |
| 6M | -48.2% | +2.3% | -50.6% | -49.2% |
| YTD | +15.5% | +7.6% | +7.9% | +9.8% |
| 1Y | +10.2% | +21.2% | -11.0% | -1.8% |
| 3Y | +256.8% | +108.5% | +148.3% | +133.4% |
| 5Y | +408.2% | +43.2% | +365.0% | +293.5% |
| All | +565.2% | +279.4% | +285.8% | +237.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling