+71.7%
TER vs FLEX
+421.8%
-350.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -2.6% |
| 7D | +14.4% | +7.5% | +6.9% | +9.3% |
| 30D | -30.6% | -25.3% | -5.3% | -16.1% |
| 3M | -39.2% | -39.7% | +0.5% | -15.0% |
| 6M | -31.3% | -47.9% | +16.6% | +7.9% |
| YTD | +29.1% | +24.1% | +5.0% | +7.9% |
| 1Y | +47.4% | +26.0% | +21.5% | +21.6% |
| 3Y | +191.2% | +282.7% | -91.5% | +7.5% |
| All | +71.7% | +421.8% | -350.1% | -53.2% |
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