+67.7%
T vs FLEX
+657.3%
-589.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.9% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +11.4% | -10.1% | +21.5% | +11.3% |
| 3M | +14.3% | -31.3% | +45.6% | +14.2% |
| 6M | -9.3% | +71.3% | -80.5% | -10.9% |
| YTD | +7.1% | +81.2% | -74.1% | +4.7% |
| 1Y | -9.1% | +98.5% | -107.6% | -11.7% |
| 3Y | +105.3% | +428.2% | -322.9% | +74.6% |
| All | +67.7% | +657.3% | -589.6% | +29.2% |
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