+455.4%
V vs FLEX
+631.1%
-175.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.9% |
| 7D | +0.8% | -13.6% | +14.4% | +3.0% |
| 30D | +9.9% | -36.5% | +46.4% | +18.6% |
| 3M | +17.5% | -36.4% | +53.9% | +26.0% |
| 6M | +33.5% | -46.5% | +79.9% | +45.3% |
| YTD | +21.6% | +25.9% | -4.4% | +3.3% |
| 1Y | +27.6% | +19.6% | +8.0% | +9.4% |
| 3Y | +76.4% | +287.0% | -210.6% | +1.2% |
| 5Y | +103.8% | +466.6% | -362.8% | +0.6% |
| All | +455.4% | +631.1% | -175.7% | +117.2% |
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