+25.0%
FLEX vs FDS
+31.1%
-6.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.9% | -15.2% | -10.7% |
| 7D | -17.0% | +9.4% | -26.4% | -12.4% |
| 30D | -33.8% | +23.8% | -57.6% | -25.3% |
| 3M | -39.0% | +25.1% | -64.2% | -29.8% |
| 6M | -15.9% | +53.8% | -69.7% | +11.2% |
| YTD | +27.8% | +19.6% | +8.3% | +59.0% |
| 1Y | +25.0% | +31.6% | -6.7% | +64.8% |
| All | +25.0% | +31.1% | -6.2% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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