+784.3%
FLEX vs TRU
+247.4%
+537.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.8% | +3.8% |
| 7D | +2.2% | 0.0% | +2.3% | +2.2% |
| 30D | -32.6% | +24.3% | -56.9% | -39.7% |
| 3M | -35.5% | +2.3% | -37.8% | -37.7% |
| 6M | -45.6% | +17.7% | -63.2% | -52.1% |
| YTD | +30.7% | -3.8% | +34.5% | +23.9% |
| 1Y | +28.4% | -0.3% | +28.7% | +19.3% |
| 3Y | +301.7% | +58.4% | +243.2% | +177.9% |
| 5Y | +473.3% | -24.0% | +497.3% | +468.3% |
| 10Y | +651.7% | +187.9% | +463.8% | +314.2% |
| All | +784.3% | +247.4% | +537.0% | +370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling