+256.8%
FLEX vs Z
-21.1%
+277.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +4.8% |
| 7D | -19.3% | -4.6% | -14.8% | -18.9% |
| 30D | -41.5% | +8.3% | -49.9% | -42.6% |
| 3M | -43.1% | -11.6% | -31.5% | -42.7% |
| 6M | -48.2% | -33.6% | -14.6% | -44.8% |
| YTD | +15.5% | -56.7% | +72.2% | +34.2% |
| 1Y | +10.2% | -59.1% | +69.3% | +29.6% |
| 3Y | +256.8% | -20.4% | +277.2% | +253.1% |
| All | +256.8% | -21.1% | +277.9% | +253.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling