+626.9%
FLEX vs RF
+248.4%
+378.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.2% |
| 7D | -13.6% | +0.3% | -14.0% | -13.7% |
| 30D | -36.5% | +6.2% | -42.7% | -38.6% |
| 3M | -36.4% | -7.8% | -28.6% | -33.6% |
| 6M | -46.5% | +5.9% | -52.4% | -48.5% |
| YTD | +25.9% | +9.0% | +16.9% | +19.0% |
| 1Y | +19.6% | +19.3% | +0.3% | +7.5% |
| 3Y | +287.0% | +116.4% | +170.6% | +147.7% |
| 5Y | +466.6% | +46.0% | +420.6% | +333.9% |
| 10Y | +626.9% | +239.8% | +387.1% | +260.7% |
| All | +626.9% | +248.4% | +378.6% | +260.7% |
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 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