-83.2%
FIG vs FLEX
+52.3%
-135.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.0% | -8.9% | +4.0% |
| 7D | -12.6% | -7.2% | -5.5% | -13.5% |
| 30D | -13.8% | -34.8% | +21.0% | -17.8% |
| 3M | -16.7% | -35.6% | +18.9% | -20.6% |
| 6M | -6.1% | -45.0% | +38.9% | -11.8% |
| YTD | -48.1% | +29.4% | -77.5% | -56.2% |
| 1Y | -56.2% | +24.8% | -81.0% | -62.9% |
| All | -83.2% | +52.3% | -135.5% | -85.1% |
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