+250.1%
SPOT vs FLEX
+795.8%
-545.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.7% |
| 7D | -6.9% | +0.1% | -7.0% | -7.0% |
| 30D | +4.1% | -11.8% | +15.9% | +6.6% |
| 3M | +3.7% | -22.6% | +26.3% | +7.3% |
| 6M | -1.6% | +77.3% | -78.9% | -23.2% |
| YTD | -10.2% | +78.8% | -88.9% | -30.7% |
| 1Y | -25.9% | +86.1% | -112.0% | -44.1% |
| 3Y | +235.6% | +446.2% | -210.6% | +71.8% |
| 5Y | +110.6% | +689.7% | -579.1% | -5.1% |
| All | +250.1% | +795.8% | -545.7% | +34.0% |
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