-24.8%
U vs FLEX
+825.3%
-850.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | -5.5% |
| 7D | +32.3% | -7.2% | +39.5% | +33.6% |
| 30D | +9.7% | -34.8% | +44.5% | +30.3% |
| 3M | +19.6% | -35.6% | +55.2% | +41.1% |
| 6M | +82.6% | -45.0% | +127.7% | +123.0% |
| YTD | +16.4% | +29.4% | -12.9% | -24.1% |
| 1Y | +28.5% | +24.8% | +3.7% | -14.4% |
| 3Y | +103.8% | +304.4% | -200.6% | -46.0% |
| 5Y | -70.0% | +484.1% | -554.1% | -94.0% |
| All | -24.8% | +825.3% | -850.1% | -84.4% |
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 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