+95.1%
QQQ vs FLEX
+728.9%
-633.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.4% |
| 7D | +1.5% | +7.0% | -5.5% | -0.5% |
| 30D | -0.6% | -5.8% | +5.2% | +0.8% |
| 3M | +0.4% | -24.2% | +24.6% | +7.5% |
| 6M | +20.1% | +90.8% | -70.7% | -8.8% |
| YTD | +17.2% | +89.2% | -72.0% | -11.5% |
| 1Y | +24.7% | +104.7% | -80.0% | -9.6% |
| 3Y | +96.2% | +478.1% | -381.9% | -12.0% |
| All | +95.1% | +728.9% | -633.8% | -31.2% |
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