+240.0%
SPOT vs FLEX
+475.0%
-235.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -2.9% |
| 7D | -2.9% | +7.0% | -9.8% | -3.5% |
| 30D | +8.3% | -5.8% | +14.1% | +8.7% |
| 3M | +5.1% | -24.2% | +29.3% | +7.3% |
| 6M | -6.5% | +90.8% | -97.3% | -22.9% |
| YTD | -9.0% | +89.2% | -98.2% | -25.5% |
| 1Y | -26.4% | +104.7% | -131.1% | -41.7% |
| 3Y | +240.0% | +478.1% | -238.1% | +123.0% |
| All | +240.0% | +475.0% | -235.0% | +123.0% |
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 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