+5,165.5%
TER vs FLEX
+7,523.3%
-2,357.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.8% |
| 7D | +0.6% | -0.9% | +1.5% | +1.1% |
| 30D | -8.3% | -10.1% | +1.9% | -3.3% |
| 3M | -12.2% | -31.3% | +19.1% | +6.7% |
| 6M | +17.1% | +71.3% | -54.2% | -9.1% |
| YTD | +84.7% | +81.2% | +3.4% | +40.1% |
| 1Y | +199.9% | +98.5% | +101.4% | +118.9% |
| 3Y | +232.8% | +428.2% | -195.5% | +53.5% |
| 5Y | +198.6% | +657.3% | -458.7% | +16.9% |
| 10Y | +1,669.7% | +995.9% | +673.8% | +427.8% |
| All | +5,165.5% | +7,523.3% | -2,357.8% | +716.9% |
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