+58.5%
ON vs FLEX
+698.8%
-640.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -7.2% |
| 7D | -2.2% | +7.0% | -9.1% | -6.4% |
| 30D | -12.4% | -5.8% | -6.6% | -9.5% |
| 3M | -41.2% | -24.2% | -17.0% | -30.3% |
| 6M | +25.0% | +90.8% | -65.8% | -24.1% |
| YTD | +31.3% | +89.2% | -57.9% | -21.5% |
| 1Y | +45.4% | +104.7% | -59.3% | -19.7% |
| 3Y | -27.4% | +478.1% | -505.5% | -84.0% |
| 5Y | +58.5% | +726.2% | -667.7% | -76.5% |
| All | +58.5% | +698.8% | -640.3% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling