+9.6%
U vs FLEX
+446.9%
-437.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | -3.8% | -0.9% | -2.9% | -3.5% |
| 30D | +17.5% | -10.1% | +27.6% | +21.3% |
| 3M | +38.7% | -31.3% | +70.1% | +54.9% |
| 6M | +104.4% | +71.3% | +33.1% | +38.6% |
| YTD | -5.7% | +81.2% | -86.9% | -38.6% |
| 1Y | +3.7% | +98.5% | -94.8% | -36.0% |
| All | +9.6% | +446.9% | -437.3% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling