+689.7%
FLEX vs TEVA
+290.4%
+399.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -11.8% | -0.4% | -11.4% | -11.7% |
| 3M | -22.6% | +8.2% | -30.8% | -24.7% |
| 6M | +77.3% | +15.3% | +62.0% | +69.2% |
| YTD | +78.8% | +16.5% | +62.3% | +70.3% |
| 1Y | +86.1% | +85.7% | +0.3% | +56.3% |
| 3Y | +446.2% | +277.9% | +168.4% | +261.6% |
| 5Y | +689.7% | +295.5% | +394.2% | +386.4% |
| All | +689.7% | +290.4% | +399.3% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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