+22.8%
FLEX vs RUN
-46.9%
+69.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.4% | +14.4% | +12.4% |
| 7D | -7.2% | +18.1% | -25.2% | -10.0% |
| 30D | -34.8% | +27.5% | -62.3% | -37.8% |
| 3M | -35.6% | -4.5% | -31.1% | -35.5% |
| 6M | -45.0% | -33.3% | -11.7% | -42.3% |
| YTD | +29.4% | -47.1% | +76.4% | +33.5% |
| All | +22.8% | -46.9% | +69.7% | +26.2% |
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