+3,118.2%
TER vs FLEX
+4,757.3%
-1,639.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +0.4% |
| 7D | -20.5% | -19.3% | -1.2% | -11.9% |
| 30D | -47.0% | -41.5% | -5.5% | -32.3% |
| 3M | -43.3% | -43.1% | -0.2% | -26.2% |
| 6M | -42.9% | -48.2% | +5.3% | -20.9% |
| YTD | +12.9% | +15.5% | -2.6% | +5.3% |
| 1Y | +18.2% | +10.2% | +8.0% | +12.6% |
| 3Y | +151.8% | +256.8% | -105.0% | +40.1% |
| 5Y | +54.2% | +408.2% | -354.0% | -26.9% |
| 10Y | +908.2% | +580.8% | +327.4% | +274.3% |
| All | +3,118.2% | +4,757.3% | -1,639.0% | +514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling