+565.2%
FLEX vs FDS
+135.4%
+429.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.7% | +8.3% | +5.5% |
| 7D | -19.3% | -0.5% | -18.8% | -19.4% |
| 30D | -41.5% | +20.2% | -61.7% | -44.9% |
| 3M | -43.1% | +19.9% | -63.0% | -47.0% |
| 6M | -48.2% | +56.2% | -104.4% | -58.0% |
| YTD | +15.5% | +14.6% | +0.9% | +5.2% |
| 1Y | +10.2% | +31.6% | -21.4% | -7.8% |
| 3Y | +256.8% | -23.8% | +280.7% | +289.3% |
| 5Y | +408.2% | -22.6% | +430.8% | +438.2% |
| All | +565.2% | +135.4% | +429.9% | +279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling