+663.2%
FLEX vs RF
+89.8%
+573.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.9% | +1.3% | -2.2% | -1.6% |
| 30D | -10.1% | -3.6% | -6.5% | -8.3% |
| 3M | -31.3% | +8.1% | -39.4% | -34.3% |
| 6M | +71.3% | +11.5% | +59.8% | +60.9% |
| YTD | +81.2% | +15.6% | +65.7% | +66.4% |
| 1Y | +98.5% | +15.7% | +82.8% | +81.7% |
| 3Y | +428.2% | +86.9% | +341.4% | +272.4% |
| All | +663.2% | +89.8% | +573.4% | +412.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling