+614.8%
FLEX vs RF
+223.4%
+391.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.7% |
| 7D | +7.5% | +1.9% | +5.5% | +6.4% |
| 30D | -25.3% | +7.3% | -32.6% | -28.2% |
| 3M | -39.7% | -7.9% | -31.8% | -37.0% |
| 6M | -47.9% | +10.5% | -58.4% | -50.9% |
| YTD | +24.1% | +9.6% | +14.5% | +16.8% |
| 1Y | +26.0% | +20.3% | +5.7% | +12.6% |
| 3Y | +282.7% | +119.5% | +163.2% | +142.4% |
| 5Y | +424.2% | +48.2% | +376.0% | +297.5% |
| All | +614.8% | +223.4% | +391.4% | +247.3% |
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