+93.3%
QQQ vs FLEX
+465.7%
-372.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +1.0% | +6.4% | -5.4% | -0.5% |
| 30D | -0.6% | -5.9% | +5.2% | +0.6% |
| 3M | +1.3% | -23.5% | +24.8% | +6.7% |
| 6M | +18.1% | +83.7% | -65.6% | -3.5% |
| YTD | +16.9% | +86.5% | -69.6% | -5.6% |
| 1Y | +24.0% | +100.5% | -76.5% | -2.9% |
| All | +93.3% | +465.7% | -372.4% | +19.6% |
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 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