-24.7%
U vs FLEX
+726.0%
-750.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +3.4% |
| 7D | +36.6% | -19.3% | +55.9% | +47.5% |
| 30D | +13.3% | -41.5% | +54.8% | +41.8% |
| 3M | +26.2% | -43.1% | +69.3% | +58.1% |
| 6M | +88.7% | -48.2% | +137.0% | +136.4% |
| YTD | +16.6% | +15.5% | +1.1% | -19.7% |
| 1Y | +29.0% | +10.2% | +18.7% | -8.6% |
| 3Y | +99.5% | +256.8% | -157.3% | -43.6% |
| 5Y | -66.1% | +408.2% | -474.3% | -92.8% |
| All | -24.7% | +726.0% | -750.6% | -83.4% |
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 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