-79.1%
FIG vs FLEX
+113.4%
-192.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.2% |
| 7D | -16.3% | -0.9% | -15.4% | -16.4% |
| 30D | -14.3% | -10.1% | -4.2% | -15.4% |
| 3M | +7.2% | -31.3% | +38.5% | +4.0% |
| 6M | -18.6% | +71.3% | -89.9% | -26.5% |
| YTD | -35.5% | +81.2% | -116.7% | -43.7% |
| 1Y | -55.8% | +98.5% | -154.3% | -61.6% |
| All | -79.1% | +113.4% | -192.5% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling