+523.3%
ON vs FLEX
+608.2%
-84.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -1.0% |
| 7D | +12.2% | +7.5% | +4.8% | +7.1% |
| 30D | -3.1% | -25.3% | +22.1% | +14.2% |
| 3M | -12.9% | -39.7% | +26.8% | +17.1% |
| 6M | -38.6% | -47.9% | +9.3% | -8.9% |
| YTD | +31.2% | +24.1% | +7.1% | -2.3% |
| 1Y | +47.6% | +26.0% | +21.7% | +7.5% |
| 3Y | +6.6% | +282.7% | -276.1% | -67.7% |
| 5Y | +21.3% | +424.2% | -403.0% | -70.8% |
| All | +523.3% | +608.2% | -84.8% | -4.6% |
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