+104.7%
FLEX vs RUN
-49.0%
+153.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.7% |
| 7D | +7.0% | +10.2% | -3.2% | +5.1% |
| 30D | -5.8% | -9.6% | +3.8% | -4.2% |
| 3M | -24.2% | -31.5% | +7.3% | -19.8% |
| 6M | +90.8% | -18.7% | +109.5% | +97.5% |
| YTD | +89.2% | -49.9% | +139.1% | +100.4% |
| 1Y | +104.7% | -45.5% | +150.2% | +116.0% |
| All | +104.7% | -49.0% | +153.7% | +116.0% |
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