-37.8%
U vs FLEX
+1,233.9%
-1,271.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | +4.4% | +6.4% | -2.0% | +1.2% |
| 30D | -1.3% | -5.9% | +4.6% | +0.9% |
| 3M | +49.6% | -23.5% | +73.0% | +64.3% |
| 6M | +100.2% | +83.7% | +16.5% | +16.3% |
| YTD | -3.7% | +86.5% | -90.2% | -45.2% |
| 1Y | -6.5% | +100.5% | -107.0% | -49.6% |
| 3Y | +12.9% | +469.8% | -456.9% | -73.6% |
| 5Y | -68.3% | +725.7% | -793.9% | -94.4% |
| All | -37.8% | +1,233.9% | -1,271.6% | -88.7% |
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