+77.6%
V vs FLEX
+254.3%
-176.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.5% | 0.0% |
| 7D | +2.2% | -19.3% | +21.5% | +2.3% |
| 30D | +13.6% | -41.5% | +55.1% | +14.4% |
| 3M | +14.3% | -43.1% | +57.4% | +15.1% |
| 6M | +33.1% | -48.2% | +81.3% | +33.6% |
| YTD | +21.2% | +15.5% | +5.8% | +13.6% |
| 1Y | +26.4% | +10.2% | +16.2% | +18.8% |
| 3Y | +77.6% | +256.8% | -179.2% | +48.2% |
| All | +77.6% | +254.3% | -176.8% | +48.2% |
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 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