+72.2%
V vs FLEX
+657.3%
-585.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | +2.0% | -10.1% | +12.1% | +3.0% |
| 3M | +17.4% | -31.3% | +48.7% | +21.7% |
| 6M | +17.5% | +71.3% | -53.8% | +2.1% |
| YTD | +7.6% | +81.2% | -73.7% | -8.2% |
| 1Y | +7.7% | +98.5% | -90.8% | -10.9% |
| 3Y | +54.7% | +428.2% | -373.6% | -8.5% |
| All | +72.2% | +657.3% | -585.1% | -17.1% |
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