+478.1%
FLEX vs TRU
-1.9%
+480.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.2% | +5.0% |
| 7D | +7.0% | -7.2% | +14.2% | +8.6% |
| 30D | -5.8% | -2.8% | -3.0% | -5.5% |
| 3M | -24.2% | +13.0% | -37.2% | -27.7% |
| 6M | +90.8% | +0.7% | +90.1% | +87.0% |
| YTD | +89.2% | -9.0% | +98.2% | +89.5% |
| 1Y | +104.7% | -16.3% | +121.0% | +109.7% |
| 3Y | +478.1% | -1.1% | +479.1% | +544.8% |
| All | +478.1% | -1.9% | +480.0% | +544.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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