+473.3%
FLEX vs S
-67.1%
+540.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.5% |
| 7D | +2.2% | +1.2% | +1.0% | +2.3% |
| 30D | -32.6% | -7.3% | -25.3% | -31.6% |
| 3M | -35.5% | +5.9% | -41.4% | -36.4% |
| 6M | -45.6% | +45.6% | -91.2% | -49.8% |
| YTD | +30.7% | +58.5% | -27.8% | +17.0% |
| 1Y | +28.4% | +37.6% | -9.3% | +18.0% |
| 3Y | +301.7% | +51.7% | +250.0% | +253.0% |
| 5Y | +473.3% | -67.5% | +540.8% | +548.1% |
| All | +473.3% | -67.1% | +540.3% | +548.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling