+416.7%
FLEX vs RUN
-82.6%
+499.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.4% |
| 7D | -19.3% | +33.4% | -52.7% | -22.7% |
| 30D | -41.5% | +31.1% | -72.7% | -43.9% |
| 3M | -43.1% | +6.4% | -49.5% | -44.0% |
| 6M | -48.2% | -22.2% | -26.0% | -47.0% |
| YTD | +15.5% | -45.8% | +61.3% | +20.8% |
| 1Y | +10.2% | -51.1% | +61.3% | +16.3% |
| 3Y | +256.8% | -3.0% | +259.8% | +193.5% |
| All | +416.7% | -82.6% | +499.3% | +462.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling