+322.4%
NET vs FLEX
+292.3%
+30.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.3% | +9.8% | +0.7% |
| 7D | -16.4% | -17.0% | +0.6% | -12.1% |
| 30D | -25.8% | -33.8% | +8.0% | -17.5% |
| 3M | -11.5% | -39.0% | +27.5% | +0.1% |
| 6M | +18.9% | -15.9% | +34.8% | +13.7% |
| YTD | +35.2% | +27.8% | +7.4% | +4.8% |
| 1Y | +14.5% | +25.0% | -10.5% | -10.8% |
| All | +322.4% | +292.3% | +30.1% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling