+25.0%
FLEX vs RUN
-53.7%
+78.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.3% | -13.6% | -12.6% |
| 7D | -17.0% | +18.5% | -35.4% | -19.7% |
| 30D | -33.8% | +15.5% | -49.4% | -35.7% |
| 3M | -39.0% | -20.3% | -18.7% | -36.9% |
| 6M | -15.9% | -30.8% | +14.9% | -11.4% |
| YTD | +27.8% | -52.2% | +80.1% | +35.2% |
| 1Y | +25.0% | -53.9% | +78.8% | +31.9% |
| All | +25.0% | -53.7% | +78.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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