+256.8%
FLEX vs S
+34.5%
+222.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +4.3% |
| 7D | -19.3% | -13.4% | -5.9% | -17.1% |
| 30D | -41.5% | -14.0% | -27.5% | -39.9% |
| 3M | -43.1% | +4.9% | -48.0% | -43.6% |
| 6M | -48.2% | +42.0% | -90.2% | -51.8% |
| YTD | +15.5% | +45.1% | -29.7% | +5.4% |
| 1Y | +10.2% | +33.1% | -22.9% | +2.4% |
| 3Y | +256.8% | +40.6% | +216.2% | +235.0% |
| All | +256.8% | +34.5% | +222.3% | +235.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling