+456.8%
FLEX vs S
-51.7%
+508.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +7.5% | +2.0% | +5.5% | +7.2% |
| 30D | -25.3% | -2.7% | -22.6% | -24.8% |
| 3M | -39.7% | -6.9% | -32.8% | -39.1% |
| 6M | -47.9% | +38.1% | -85.9% | -51.3% |
| YTD | +24.1% | +48.0% | -23.9% | +13.2% |
| 1Y | +26.0% | +34.5% | -8.5% | +16.7% |
| 3Y | +282.7% | +38.3% | +244.4% | +245.2% |
| 5Y | +424.2% | -70.9% | +495.1% | +443.0% |
| All | +456.8% | -51.7% | +508.5% | +472.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling