+10.2%
FLEX vs RF
+21.0%
-10.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +4.7% |
| 7D | -19.3% | -0.9% | -18.4% | -18.9% |
| 30D | -41.5% | +6.0% | -47.6% | -43.3% |
| 3M | -43.1% | -8.9% | -34.2% | -40.2% |
| 6M | -48.2% | +2.3% | -50.6% | -49.1% |
| YTD | +15.5% | +7.6% | +7.9% | +6.0% |
| 1Y | +10.2% | +21.2% | -11.0% | -8.6% |
| All | +10.2% | +21.0% | -10.8% | -8.6% |
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