+256.8%
FLEX vs RUN
-8.7%
+265.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.5% |
| 7D | -19.3% | +33.4% | -52.7% | -22.0% |
| 30D | -41.5% | +31.1% | -72.7% | -43.4% |
| 3M | -43.1% | +6.4% | -49.5% | -43.8% |
| 6M | -48.2% | -22.2% | -26.0% | -47.3% |
| YTD | +15.5% | -45.8% | +61.3% | +19.3% |
| 1Y | +10.2% | -51.1% | +61.3% | +14.6% |
| 3Y | +256.8% | -3.0% | +259.8% | +218.3% |
| All | +256.8% | -8.7% | +265.5% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling