+1,381.0%
NET vs FLEX
+833.5%
+547.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.3% | +9.8% | +2.2% |
| 7D | -16.4% | -17.0% | +0.6% | -10.3% |
| 30D | -25.8% | -33.8% | +8.0% | -14.0% |
| 3M | -11.5% | -39.0% | +27.5% | +5.2% |
| 6M | +18.9% | -15.9% | +34.8% | +13.2% |
| YTD | +35.2% | +27.8% | +7.4% | +2.5% |
| 1Y | +14.5% | +25.0% | -10.5% | -12.9% |
| 3Y | +313.8% | +292.3% | +21.6% | +69.5% |
| 5Y | +32.6% | +472.6% | -440.0% | -53.4% |
| All | +1,381.0% | +833.5% | +547.5% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling