-56.3%
FIG vs FLEX
+21.6%
-77.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.0% | -8.9% | +4.3% |
| 7D | -12.6% | -7.2% | -5.5% | -13.7% |
| 30D | -13.8% | -34.8% | +21.0% | -18.9% |
| 3M | -16.7% | -35.6% | +18.9% | -21.7% |
| 6M | -6.1% | -45.0% | +38.9% | -13.2% |
| YTD | -48.1% | +29.4% | -77.5% | -54.5% |
| All | -56.3% | +21.6% | -77.9% | -61.0% |
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