+565.2%
FLEX vs Z
-14.9%
+580.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.2% |
| 7D | -19.3% | -4.6% | -14.8% | -18.7% |
| 30D | -41.5% | +8.3% | -49.9% | -43.6% |
| 3M | -43.1% | -11.6% | -31.5% | -42.5% |
| 6M | -48.2% | -33.6% | -14.6% | -44.1% |
| YTD | +15.5% | -56.7% | +72.2% | +39.0% |
| 1Y | +10.2% | -59.1% | +69.3% | +34.6% |
| 3Y | +256.8% | -20.4% | +277.2% | +239.2% |
| 5Y | +408.2% | -55.3% | +463.4% | +435.7% |
| All | +565.2% | -14.9% | +580.1% | +381.6% |
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