-68.1%
U vs FLEX
+728.9%
-797.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +0.3% |
| 7D | +4.5% | +7.0% | -2.5% | +0.8% |
| 30D | -0.6% | -5.8% | +5.2% | +1.7% |
| 3M | +48.4% | -24.2% | +72.7% | +65.0% |
| 6M | +115.4% | +90.8% | +24.6% | +14.5% |
| YTD | -3.2% | +89.2% | -92.4% | -49.0% |
| 1Y | -6.0% | +104.7% | -110.8% | -53.8% |
| 3Y | +13.5% | +478.1% | -464.6% | -80.4% |
| All | -68.1% | +728.9% | -797.0% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling