+1,449.6%
NET vs FLEX
+1,223.5%
+226.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.6% |
| 7D | -7.0% | -0.9% | -6.1% | -6.6% |
| 30D | -4.8% | -10.1% | +5.4% | -0.9% |
| 3M | +3.8% | -31.3% | +35.2% | +17.8% |
| 6M | +50.0% | +71.3% | -21.2% | +5.0% |
| YTD | +41.5% | +81.2% | -39.8% | -4.7% |
| 1Y | +32.8% | +98.5% | -65.7% | -15.3% |
| 3Y | +335.9% | +428.2% | -92.4% | +62.7% |
| 5Y | +113.8% | +657.3% | -543.4% | -32.1% |
| All | +1,449.6% | +1,223.5% | +226.1% | +340.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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