+8,149.7%
FLEX vs TEVA
+1,191.7%
+6,958.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | +6.4% | -1.7% | +8.1% | +6.9% |
| 30D | -5.9% | +2.0% | -7.8% | -6.6% |
| 3M | -23.5% | +7.0% | -30.4% | -25.8% |
| 6M | +83.7% | +17.0% | +66.7% | +72.4% |
| YTD | +86.5% | +18.1% | +68.4% | +74.4% |
| 1Y | +100.5% | +87.2% | +13.3% | +59.9% |
| 3Y | +469.8% | +283.1% | +186.8% | +239.7% |
| 5Y | +725.7% | +298.4% | +427.3% | +361.8% |
| 10Y | +1,086.7% | -23.4% | +1,110.2% | +894.5% |
| All | +8,149.7% | +1,191.7% | +6,958.0% | +2,799.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling