+726.2%
FLEX vs TRU
-35.2%
+761.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.2% | +5.2% |
| 7D | +7.0% | -7.2% | +14.2% | +9.3% |
| 30D | -5.8% | -2.8% | -3.0% | -5.4% |
| 3M | -24.2% | +13.0% | -37.2% | -28.8% |
| 6M | +90.8% | +0.7% | +90.1% | +85.5% |
| YTD | +89.2% | -9.0% | +98.2% | +88.7% |
| 1Y | +104.7% | -16.3% | +121.0% | +109.4% |
| 3Y | +478.1% | -1.1% | +479.1% | +446.9% |
| 5Y | +726.2% | -36.0% | +762.2% | +866.7% |
| All | +726.2% | -35.2% | +761.4% | +866.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling