+303.1%
FLEX vs FDS
-22.8%
+325.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +4.7% |
| 7D | +2.2% | -2.1% | +4.4% | +1.5% |
| 30D | -32.6% | +16.0% | -48.7% | -29.1% |
| 3M | -35.5% | +18.8% | -54.3% | -31.0% |
| 6M | -45.6% | +54.1% | -99.7% | -37.3% |
| YTD | +30.7% | +17.0% | +13.7% | +52.0% |
| 1Y | +28.4% | +25.5% | +2.8% | +48.4% |
| All | +303.1% | -22.8% | +325.8% | +390.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling