+1,744.2%
TER vs FLEX
+1,059.7%
+684.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +1.7% |
| 7D | +11.0% | +7.0% | +4.0% | +6.8% |
| 30D | -1.9% | -5.8% | +3.9% | +1.9% |
| 3M | -0.7% | -24.2% | +23.5% | +18.4% |
| 6M | +36.4% | +90.8% | -54.4% | -6.1% |
| YTD | +92.4% | +89.2% | +3.3% | +33.6% |
| 1Y | +213.5% | +104.7% | +108.8% | +109.0% |
| 3Y | +277.2% | +478.1% | -200.8% | +41.1% |
| 5Y | +219.1% | +726.2% | -507.1% | -1.7% |
| 10Y | +1,744.2% | +1,060.6% | +683.7% | +309.6% |
| All | +1,744.2% | +1,059.7% | +684.5% | +309.6% |
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 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