+104.7%
FLEX vs FDS
-20.8%
+125.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.7% | +2.3% |
| 7D | +7.0% | -5.4% | +12.4% | +4.4% |
| 30D | -5.8% | +1.6% | -7.4% | -4.5% |
| 3M | -24.2% | +17.7% | -42.0% | -15.2% |
| 6M | +90.8% | +29.1% | +61.7% | +123.7% |
| YTD | +89.2% | +1.0% | +88.2% | +109.6% |
| 1Y | +104.7% | -21.6% | +126.3% | +113.9% |
| All | +104.7% | -20.8% | +125.5% | +113.9% |
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