+614.8%
FLEX vs Z
-16.5%
+631.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.5% | -7.5% | -4.9% |
| 7D | +7.5% | +0.8% | +6.6% | +7.2% |
| 30D | -25.3% | +5.2% | -30.5% | -27.2% |
| 3M | -39.7% | -17.0% | -22.6% | -37.9% |
| 6M | -47.9% | -22.7% | -25.2% | -46.0% |
| YTD | +24.1% | -56.3% | +80.4% | +49.1% |
| 1Y | +26.0% | -57.7% | +83.6% | +52.3% |
| 3Y | +282.7% | -16.5% | +299.2% | +259.1% |
| 5Y | +424.2% | -53.4% | +477.6% | +446.2% |
| All | +614.8% | -16.5% | +631.2% | +418.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling