+591.8%
ON vs FLEX
+1,045.8%
-454.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.8% |
| 7D | -1.9% | +6.4% | -8.2% | -6.0% |
| 30D | -11.0% | -5.9% | -5.2% | -7.8% |
| 3M | -39.3% | -23.5% | -15.9% | -28.0% |
| 6M | +19.8% | +83.7% | -63.9% | -27.3% |
| YTD | +31.1% | +86.5% | -55.4% | -22.8% |
| 1Y | +46.0% | +100.5% | -54.5% | -19.7% |
| 3Y | -27.5% | +469.8% | -497.4% | -82.5% |
| 5Y | +56.9% | +725.7% | -668.8% | -71.1% |
| 10Y | +591.8% | +1,086.7% | -494.9% | -12.3% |
| All | +591.8% | +1,045.8% | -454.0% | -12.3% |
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