+4,785.6%
FLEX vs RF
+520.8%
+4,264.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -12.8% |
| 7D | -28.3% | -1.6% | -26.7% | -27.9% |
| 30D | -45.0% | +5.0% | -50.1% | -46.1% |
| 3M | -45.2% | -10.0% | -35.3% | -43.2% |
| 6M | -30.8% | +3.3% | -34.1% | -31.9% |
| YTD | +10.4% | +7.9% | +2.5% | +6.9% |
| 1Y | +2.3% | +21.2% | -19.0% | -5.1% |
| 3Y | +238.9% | +105.8% | +133.1% | +159.1% |
| 5Y | +386.0% | +43.7% | +342.3% | +315.3% |
| 10Y | +551.1% | +289.4% | +261.7% | +281.6% |
| All | +4,785.6% | +520.8% | +4,264.7% | +1,383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling