+256.8%
FLEX vs RF
+104.8%
+152.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -43.6% |
| 3M | -43.1% | -8.9% | -34.2% | -40.1% |
| 6M | -48.2% | +2.3% | -50.6% | -49.3% |
| YTD | +15.5% | +7.6% | +7.9% | +9.0% |
| 1Y | +10.2% | +21.2% | -11.0% | -3.2% |
| 3Y | +256.8% | +108.5% | +148.3% | +144.3% |
| All | +256.8% | +104.8% | +152.0% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling