-58.7%
FIG vs FLEX
+101.8%
-160.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -3.4% |
| 7D | -14.5% | +6.4% | -20.8% | -13.8% |
| 30D | -13.3% | -5.9% | -7.4% | -13.9% |
| 3M | +7.4% | -23.5% | +30.9% | +5.1% |
| 6M | -27.8% | +83.7% | -111.5% | -37.6% |
| YTD | -41.1% | +86.5% | -127.6% | -50.9% |
| 1Y | -58.7% | +100.5% | -159.2% | -69.2% |
| All | -58.7% | +101.8% | -160.5% | -69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling