+376.8%
V vs FLEX
+1,059.7%
-682.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.6% |
| 7D | -1.1% | +7.0% | -8.1% | -2.5% |
| 30D | +1.9% | -5.8% | +7.7% | +2.8% |
| 3M | +15.5% | -24.2% | +39.7% | +20.3% |
| 6M | +16.6% | +90.8% | -74.2% | -6.5% |
| YTD | +5.7% | +89.2% | -83.4% | -15.7% |
| 1Y | +8.6% | +104.7% | -96.2% | -16.3% |
| 3Y | +52.5% | +478.1% | -425.6% | -18.3% |
| 5Y | +67.1% | +726.2% | -659.1% | -22.0% |
| 10Y | +376.8% | +1,060.6% | -683.8% | +71.9% |
| All | +376.8% | +1,059.7% | -682.9% | +71.9% |
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